Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Year of publication: |
2008
|
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Authors: | Kelejian, Harry H. ; Prucha, Ingmar R. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Räumliche Interaktion | Autokorrelation | Momentenmethode | Schätztheorie | Heteroskedastizität | Theorie | Spatial dependence | heteroskedasticity | Cliff-Ord model | two-stage least squares | generalized moments estimation | asymptotics |
Series: | CESifo Working Paper ; 2448 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 589196766 [GVK] hdl:10419/26493 [Handle] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
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Kelejian, Harry H., (2008)
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Doğan, Osman, (2015)
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A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani, (2008)
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A spatial Cliff-ord-type model with heteroskedastic innovations: small and large sample results
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2SLS and OLS in a spatial autoregressive model with equal spatial weights
Kelejian, Harry H., (2002)
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Kelejian, Harry H., (1997)
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