Estimating a spatial autoregressive model with an endogenous spatial weight matrix

Journal of Econometrics

Volumn 184, Issue 2, 2015, Pages 209-232

  Qu, Xi ^a   Lee, Lung Fei ^b  

^a Shanghai Jiao Tong University   (China)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

2SIV; Endogenous spatial weight matrix; GMM; QMLE; Spatial autoregressive model

Indexed keywords

METHOD OF MOMENTS; SAMPLING;

2SIV; AUTO REGRESSIVE MODELS; GMM; QMLE; SPATIAL WEIGHT MATRIXES;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84916899282     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.08.008     Document Type: Article

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