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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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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