GMM Estimation of a Partially Linear Additive Spatial Error Model

This article presents a partially linear additive spatial error model (PLASEM) specification and its corresponding generalized method of moments (GMM). It also derives consistency and asymptotic normality of estimators for the case with a single nonparametric term and an arbitrary number of nonparam...

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Auteurs principaux:	Jianbao Chen, Suli Cheng
Format:	Artigo
Langue:	Inglês
Publié:	MDPI AG 2021-03-01
Collection:	Mathematics
Sujets:	PLASEM local linear estimation GMM estimation consistency asymptotic normality Monte Carlo simulation
Accès en ligne:	https://www.mdpi.com/2227-7390/9/6/622
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