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
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
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URI:https://strathprints.strath.ac.uk/id/eprint/7286
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