A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

Fingleton, B. (2007) A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices. Empirical Economics, 34 (1). pp. 35-57. ISSN 0377-7332 (https://doi.org/10.1007/s00181-007-0151-4)

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:	7198
  Dates:	Date Event 2007 Published
  Notes:	Also published in 'Spatial Econometrics: Methods And Applications' http://strathprints.strath.ac.uk/28047/ This is a variant record V: 28047
  Subjects:	Social Sciences > Commerce
  Department:	Strathclyde Business School > Economics
  Depositing user:	Strathprints Administrator
  Date deposited:	08 Jan 2009 12:25
  Last modified:	11 Nov 2024 08:50
  Related URLs:	Strathprints record
  URI:	https://strathprints.strath.ac.uk/id/eprint/7198