GMM estimation of nonparametric spatial lag model

zbMATH Open1424.62066MaRDI QIDQ5383603FDOQ5383603

Authors: Kunming Li, Jianbao Chen 

Publication date: 21 June 2019

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zbMATH Keywords

Monte Carlo simulationasymptotic propertyGMM estimationnonparametric spatial lag model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cited In (2)

• Estimation of partially linear single-index spatial autoregressive model
• GMM estimation of partially linear additive spatial autoregressive model

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