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Wild Multiplicative Bootstrap for M and GMM Estimators in Time Series
Audrino, Francesco, (2019)
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard, (2008)
A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H., (2011)
The estimation and testing of a linear regression with near unit root in the spatial autoregressive error term
Baltagi, Badi H., (2013)
Prediction in the random effects model with MA(q) remainder disturbances