Search Results - subject:"spatial moving average"

Fingleton, Bernard - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 77-104

Persistent link: https://www.econbiz.de/10012237482

Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term

Doğan, Osman - In: Econometrics 3 (2015) 1, pp. 101-127

spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive … and spatial moving average parameters is generally inconsistent when heteroskedasticity is not considered in the …

Persistent link: https://www.econbiz.de/10011755273

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term

Doğan, Osman - In: Econometrics 3 (2015) 1, pp. 101-127

Persistent link: https://www.econbiz.de/10011186339

Heteroskedasticity of unknown form in spatial autoregressive models with a moving average disturbance term

Doğan, Osman - In: Econometrics : open access journal 3 (2015) 1, pp. 101-127

Persistent link: https://www.econbiz.de/10011290741

A multidimensional spatial lag panel data model with spatial moving average nested random effects errors

Fingleton, Bernard; Le Gallo, Julie; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 113-146

Persistent link: https://www.econbiz.de/10011949755

Transportation, Economic Growth and Spillover Effects: The Conclusion Based on the Spatial Econometric Model

Hu, Angang; Liu, Shenglong - In: Frontiers of Economics in China 5 (2010) 2, pp. 169-186

This paper tests the external spillover effects of the transportation on China’s economic growth from the theoretical and the empirical perspectives. Based on a logarithm production model, this study first proves the existence of the positive externality in the transportation. After that, the...

Persistent link: https://www.econbiz.de/10011015259

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term

Dogan, Osman - Department of Economics, Graduate Center - 2013

Persistent link: https://www.econbiz.de/10011115555

GMM estimation of spatial autoregressive models with moving average disturbances

Doğan, Osman; Taşpınar, Süleyman - In: Regional Science and Urban Economics 43 (2013) 6, pp. 903-926

a) and Liu, Lee, and Bollinger (2010) to spatial models that impose a spatial moving average process for the disturbance …

Persistent link: https://www.econbiz.de/10011052382

GMM estimation of spatial autoregressive models with moving average disturbances

Doğan, Osman; Taşpınar, Süleyman - In: Regional science & urban economics 43 (2013) 6, pp. 903-926

Persistent link: https://www.econbiz.de/10010238016

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

Baltagi, Badi H.; Liu, Long - In: Economics Letters 113 (2011) 3, pp. 282-284

Following Arnold and Wied (2010), we suggest an improved generalized moments estimator for the spatial moving average …

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