A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
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Publication:3606032
DOI10.1007/978-3-7908-2070-6_3zbMATH Open1154.91598OpenAlexW4240060201MaRDI QIDQ3606032FDOQ3606032
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
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- An improved generalized moments estimator for a spatial moving average error model
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- 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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