GMM estimation of spatial autoregressive models with moving average disturbances

Regional Science and Urban Economics

Volumn 43, Issue 6, 2013, Pages 903-926

  Doǧan, Osman ^a   Taşpinar, Süleyman ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Asymptotics; GMM; SARMA; SMA; Spatial autocorrelation; Spatial dependence; Spatial moving average process

Indexed keywords

AUTOCORRELATION; ESTIMATION METHOD; MONTE CARLO ANALYSIS; NUMERICAL MODEL; SPATIAL ANALYSIS;

EID: 84885081712     PISSN: 01660462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.regsciurbeco.2013.09.002     Document Type: Article

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