A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

DOI10.1007/978-3-7908-2070-6_3MaRDI QIDQ3606032zbMATH OpenOpenAlexFDO

Authors Bernard Fingleton

Publication date 26 February 2009

Published in Spatial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2070-6_3

zbMATH Keywords

GMMspatial econometricsreal estatemoving averages

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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• A comparison of Euclidean distance, travel times, and network distances in location choice mixture models
• Control charts for multivariate spatial autoregressive models
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• GMM inference in spatial autoregressive models
• A general framework for spatial GARCH models
• Spatial autoregressive model averaging based on regional housing prices
• Testing a linear relationship in varying coefficient spatial autoregressive models
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
• Forecasting with spatial panel data
• A case study on the shareholder network effect of stock market data: an SARMA approach

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