February 1, 2008

A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors

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Resumen

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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Bernard Fingleton (Fri,) studied this question.

synapsesocial.com/papers/6a201a2c76ec520ee9a1aae8 https://doi.org/https://doi.org/10.1080/17421770701774922

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