GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968)
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English | GMM estimation of spatial autoregressive models with unknown heteroskedasticity |
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GMM estimation of spatial autoregressive models with unknown heteroskedasticity (English)
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1 August 2016
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spatial autoregression
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unknown heteroskedasticity
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robustness
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consistent covariance matrix
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GMM
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