GMM estimation of nonparametric spatial lag model

MaRDI QIDQ5383603zbMATH OpenFDO

Authors Kunming Li, Jianbao Chen

Publication date 21 June 2019

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)

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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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