An improved generalized moments estimator for a spatial moving average error model

Following Arnold and Wied (2010), we suggest an improved generalized moments estimator for the spatial moving average error model which takes explicitly into account that the moment conditions are based on OLS residuals rather than the true disturbances.

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Year of publication:	2011
Authors:	Baltagi, Badi H. ; Liu, Long
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 3, p. 282-284
Publisher:	Elsevier
Subject:	Method of moments estimation \| Spatial moving average \| Regression residuals

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Type of publication:	Article
Classification:	C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572256