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 (http://dx.doi.org/10.1080/17421770701774922)

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.

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• Item metadata

  Item type:	Article
  ID code:	7286
  Dates:	Date Event 2008 Published
  Subjects:	Social Sciences > Commerce
  Department:	Strathclyde Business School > Economics
  Depositing user:	Strathprints Administrator
  Date deposited:	27 Nov 2008 12:40
  Last modified:	11 Nov 2024 08:52
  Related URLs:	Publisher
  URI:	https://strathprints.strath.ac.uk/id/eprint/7286