Similar Search Results - EconBiz

GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances

Taspinar, Suleyman - 2017

In this paper, we introduce the one-step generalized method of moments (GMM) estimation methods considered in Lee (2007a) and Liu, Lee, and Bollinger (2010) to a spatial autoregressive model that has a spatial moving average process in the disturbance term (for short SARMA (1,1)). First, we...

Persistent link: https://www.econbiz.de/10012974451

GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances

Dogan, Osman; Taspinar, Suleyman - 2014

In this paper, we introduce the one-step generalized method of moments (GMM) estimation methods considered in Lee (2007a) and Liu, Lee, and Bollinger (2010) to spatial models that impose a spatial moving average process for the disturbance term. First, we determine the set of best linear and...

Persistent link: https://www.econbiz.de/10014145971

Poisson models with dynamic random effects and nonnegative credibilities per period

Pinquet, Jean - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 585-618

Persistent link: https://www.econbiz.de/10012243387

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

On the sample path properties of mixed Poisson processes

Miaoqi, Fu; Peng, Xianhua - In: Operations research letters 46 (2018) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10011807836

Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations

Arvanitis, Stelios; Dēmos, Antōnēs A. - In: Journal of time series econometrics 6 (2014) 2, pp. 183-235

Persistent link: https://www.econbiz.de/10010401116

Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data

Bravo, Francesco - In: Econometric reviews 41 (2022) 6, pp. 583-606

Persistent link: https://www.econbiz.de/10013364895

Essays in the econometrics of dynamic duration models with application to tick by tick financial data

Galli, Fausto - 2009

Persistent link: https://www.econbiz.de/10003986565

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

A service of the