An efficient GMM estimator of spatial autoregressive models

DOI10.1016/j.jeconom.2010.08.001zbMath1441.62801MaRDI QIDQ737249

D. Kharzeev

Publication date: 10 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.08.001

zbMATH Keywords

efficiency; GMM; QMLE; spatial autoregressive models; spatial correlated disturbances

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)