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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Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Jianbao Chen, Suli Cheng
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	MDPI AG 2021-03-01
Цуврал:	Mathematics
Нөхцлүүд:	PLASEM local linear estimation GMM estimation consistency asymptotic normality Monte Carlo simulation
Онлайн хандалт:	https://www.mdpi.com/2227-7390/9/6/622
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!