GMM estimation of spatial autoregressive models with moving average disturbances

In this paper, we introduce the one-step generalized method of moments (GMM) estimation methods considered in Lee (2007a) and Liu, Lee, and Bollinger (2010) to spatial models that impose a spatial moving average process for the disturbance term. First, we determine the set of best linear and quadrat...

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Veröffentlicht in:	Regional science and urban economics 2013-11, Vol.43 (6), p.903-926
Hauptverfasser:	Dogan, Osman, Taspinar, Süleyman
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotics Economic models Economic theory Estimating techniques Estimation Generalization Generalized method of moments GMM Mathematical functions Maximum likelihood method Monte Carlo simulation SARMA SMA Spatial analysis Spatial autocorrelation Spatial dependence Spatial moving average process Studies Vector-autoregressive models
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