GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

DOI10.1080/07474938.2021.2002521MaRDI QIDQ5095208zbMATH OpenOpenAlexFDO

Authors Fei Jin, Yuqin Wang

Publication date 5 August 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2021.2002521

zbMATH Keywords

efficiencyendogeneityGMMheteroscedasticityspatial autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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Cited in

(3)

• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• GMM estimation of partially linear additive spatial autoregressive model
• GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence

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