Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

Econometric Reviews

Volumn 22, Issue 4, 2003, Pages 307-335

  Lee, Lung Fei ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Asymptotic efficiency; Best two stage least squares; Cholesky decomposition; Contracting mapping; Spatial autoregressive model; Two stage least squares

Indexed keywords

EID: 1542393434     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-120025891     Document Type: Article

References (25)

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