GMM inference in spatial autoregressive models
Süleyman Taşpınar, Osman Doğan and Wim P. M. Vijverberg
| Year of publication: |
2018
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|---|---|
| Authors: | Taṣpınar, Süleyman ; Doğan, Osman ; Vijverberg, Wim P. M. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 931-954
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| Subject: | Asymptotic variance | efficiency | GMM | inference | optimal GMME | SARAR | spatial autoregressive models | variance correction | Windmeijer correction | Autokorrelation | Autocorrelation | Theorie | Theory | Momentenmethode | Method of moments | Räumliche Interaktion | Spatial interaction | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00927872.2016.1178885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040422