GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
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Publication:276928
DOI10.1016/j.jeconom.2005.10.004zbMath1360.62476OpenAlexW2117420831MaRDI QIDQ276928
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.10.004
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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