Estimation of spatial autoregressive models with randomly missing data in the dependent variable

Econometrics Journal

Volumn 16, Issue 1, 2013, Pages 73-102

  Wang, Wei ^a   Lee, Lung Fei ^b  

^a Shanghai Jiao Tong University   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Dependent variable; GMM estimation; Imputation; Missing data; Nonlinear least squares; Spatial autoregressive models

Indexed keywords

EID: 84873740720     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2012.00388.x     Document Type: Article

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