Fingleton, B. (2007) A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices. Empirical Economics, 34 (1). pp. 35-57. ISSN 0377-7332
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1007/s00181-007-0151-4
Abstract
This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial moving average errors combined with a spatially autoregressive dependent variable. Monte Carlo results are given suggesting that the GMM estimator is consistent. The estimator is applied to English real estate price data.
| Item type: | Article |
|---|---|
| ID code: | 7198 |
| Notes: | Also published in 'Spatial Econometrics: Methods And Applications' http://strathprints.strath.ac.uk/28047/ This is a variant record V: 28047 |
| Keywords: | econometrics, economic geography, economic and political geography, industrial economics, international economics, labour economics, urban economics, Commerce |
| Subjects: | Social Sciences > Commerce |
| Department: | Strathclyde Business School > Economics |
| Related URLs: | |
| Depositing user: | Strathprints Administrator |
| Date Deposited: | 08 Jan 2009 12:25 |
| Last modified: | 12 Mar 2012 10:46 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/7198 |
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