The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models

Journal of Econometrics

Volumn 140, Issue 1, 2007, Pages 155-189

  Lee, Lung fei ^a  

^a OHIO STATE UNIVERSITY   (United States)

Author keywords

Asymptotic efficiency; Sequential GMM estimation; Spatial autoregression; Spatial econometrics; The method of elimination and substitution

Indexed keywords

LINEAR ALGEBRA; MATHEMATICAL MODELS; NONLINEAR ANALYSIS; PARAMETER ESTIMATION;

ASYMPTOTIC EFFICIENCY; METHOD OF ELIMINATION AND SUBSTITUTION; SEQUENTIAL GMM ESTIMATION; SPATIAL AUTOREGRESSION; SPATIAL ECONOMETRICS;

REGRESSION ANALYSIS;

EID: 34547527852     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.09.006     Document Type: Article

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