GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968)

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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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