Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lung-Fei Lee; Xiaodong Liu
| Year of publication: |
2010
|
|---|---|
| Authors: | Lee, Lung-fei ; Liu, Xiaodong |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 1, p. 187-230
|
| Subject: | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Räumliche Interaktion | Spatial interaction | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003968542