Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Year of publication: |
2010
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Authors: | Kelejian, Harry H. ; Prucha, Ingmar R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 1, p. 53-67
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Subject: | Räumliche Interaktion | Spatial interaction | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
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