Fingleton, B. (2008) A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors. Spatial Economic Analysis, 3 (1). pp. 27-44. ISSN 1742-1772Full text not available in this repository. (Request a copy from the Strathclyde author)
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.
|Keywords:||econometrics, economic geography, industrial economics, international economics, labour economics, planning, urban economics, Commerce, Economics, Econometrics and Finance(all), Earth and Planetary Sciences (miscellaneous), Statistics, Probability and Uncertainty, Geography, Planning and Development|
|Subjects:||Social Sciences > Commerce|
|Department:||Strathclyde Business School > Economics|
|Depositing user:||Strathprints Administrator|
|Date Deposited:||27 Nov 2008 12:40|
|Last modified:||24 Mar 2017 05:25|