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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

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

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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, Economics and Econometrics, Social Sciences (miscellaneous), Mathematics (miscellaneous), Statistics and Probability
Subjects: Social Sciences > Commerce
Department: Strathclyde Business School > Economics
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Depositing user: Strathprints Administrator
Date Deposited: 08 Jan 2009 12:25
Last modified: 04 Sep 2014 17:39
URI: http://strathprints.strath.ac.uk/id/eprint/7198

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