The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
DOI10.1016/J.JECONOM.2006.09.006zbMATH Open1418.62336OpenAlexW2146281586MaRDI QIDQ280272FDOQ280272
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.09.006
Recommendations
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spatial autoregressionasymptotic efficiencyspatial econometricsmethod of elimination and substitutionsequential GMM estimation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Matrix Analysis
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Estimation Methods for Models of Spatial Interaction
- Title not available (Why is that?)
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Title not available (Why is that?)
- Econometrics
- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Sparse spatial autoregressions
Cited In (9)
- A combined moment equation approach for spatial autoregressive models
- Information theory estimators for the first-order spatial autoregressive model
- Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
- GMM inference in spatial autoregressive models
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- GMM estimation of social interaction models with centrality
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