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Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
This study develops a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first generalize the GMM estimator sug...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
2010
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2888178/ https://ncbi.nlm.nih.gov/pubmed/20577573 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jeconom.2009.10.025 |
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