Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369)

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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
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    157
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    1
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    53-67
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    July 2010
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    1 August 2016
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    Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (English)
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    spatial dependence
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    heteroskedasticity
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    Cliff-Ord model
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    two-stage least squares
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    generalized moments estimation
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    asymptotics
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