Asymptotics of improved generalized moment estimators for spatial autoregressive error models
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Publication:2811407
DOI10.1080/03610926.2013.870203zbMATH Open1338.62062OpenAlexW2281087086MaRDI QIDQ2811407FDOQ2811407
Authors: Carsten Drinkuth, Matthias Arnold 
Publication date: 10 June 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.870203
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Cites Work
- Panel data models with spatially correlated error components
- Title not available (Why is that?)
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- An improved generalized moments estimator for a spatial moving average error model
- Improved GMM estimation of the spatial autoregressive error model
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