GMM estimation of spatial autoregressive models with unknown heteroskedasticity

Journal of Econometrics

Volumn 157, Issue 1, 2010, Pages 34-52

  Lin, Xu ^a   Lee, Lung Fei ^b  

^a WAYNE STATE UNIVERSITY   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Consistent covariance matrix; GMM; Robustness; Spatial autoregression; Unknown heteroskedasticity

Indexed keywords

OBSTETRICS; REGRESSION ANALYSIS; ROBUSTNESS (CONTROL SYSTEMS);

AUTO REGRESSIVE MODELS; CONSISTENT COVARIANCE MATRIXES; COVARIANCE MATRICES; GMM ESTIMATIONS; HETEROSKEDASTICITY; SPATIAL AUTOREGRESSION; TEENAGE PREGNANCY; UNKNOWN HETEROSKEDASTICITY;

COVARIANCE MATRIX;

EID: 77956501874     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.035     Document Type: Conference Paper

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