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.
Creators(s): | Fingleton, B.; | Item type: | Article |
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ID code: | 7286 |
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: | 20 Jan 2021 17:39 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/7286 |
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