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.

  • Item type:Article
    ID code:7286
    Dates:
    Date
    Event
    2008
    Published
    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:23 Apr 2021 02:16
    Related URLs:
    URI:https://strathprints.strath.ac.uk/id/eprint/7286
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