An improved generalized moments estimator for a spatial moving average error model

Economics Letters

Volumn 113, Issue 3, 2011, Pages 282-284

  Baltagi, Badi H ^a   Liu, Long ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

Author keywords

Method of moments estimation; Regression residuals; Spatial moving average

Indexed keywords

EID: 80053172600     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.08.015     Document Type: Article

References (5)

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3. Cliff A.D., Ord J.K. Spatial Autocorrelation 1973, Pion Ltd., London.
4. Fingleton B. A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices. Empirical Economics 2008, 34(1):35-57.
5. Kelejian H.H., Prucha I.R. A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review 1999, 40:509-533.