Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors

Regional Science and Urban Economics

Volumn 39, Issue 6, 2009, Pages 670-678

  Egger, Peter ^a   Larch, Mario ^a   Pfaffermayr, Michael ^b   Walde, Janette ^b  

^a UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITY OF INNSBRUCK   (Austria)

Author keywords

Generalized method of moments; Hypothesis tests; Maximum likelihood estimation; Monte Carlo studies; Spatial autocorrelation

Indexed keywords

AUTOCORRELATION; HYPOTHESIS TESTING; MAXIMUM LIKELIHOOD ANALYSIS; MONTE CARLO ANALYSIS; SPATIAL ANALYSIS;

EID: 70349814193     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2008.09.003     Document Type: Article

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