Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
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Publication:4434412
DOI10.1081/ETC-120025891zbMath1030.62069OpenAlexW2032593243MaRDI QIDQ4434412
Publication date: 6 November 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120025891
asymptotic efficiencyCholesky decompositiontwo-stage least squarescontracting mappingbest two-stage least squaresspatial autroregressive model
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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