Article ID Journal Published Year Pages File Type
5061445 Economics Letters 2010 4 Pages PDF
Abstract
We suggest an improved GMM estimator for the autoregressive parameter of a spatial autoregressive error model by taking into account that unobservable regression disturbances are different from observable regression residuals.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Improved GMM estimation of the spatial autoregressive error model
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