GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (Q5860923)
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scientific article; zbMATH DE number 7484460
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English | GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity |
scientific article; zbMATH DE number 7484460 |
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GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (English)
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4 March 2022
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simultaneous equations
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spatial autoregressive models
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quadratic moment conditions
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unknown heteroskedasticity
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