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The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by University of Strathclyde researchers, including by researchers from the Department of Computer & Information Sciences involved in mathematically structured programming, similarity and metric search, computer security, software systems, combinatronics and digital health.

The Department also includes the iSchool Research Group, which performs leading research into socio-technical phenomena and topics such as information retrieval and information seeking behaviour.

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A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors

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 1742-1772

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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.