scholarly journals GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

2013 ◽  
Author(s):  
Osman Dogan ◽  
Suleyman Taspinar
Keyword(s):  
Autoregressive Models ◽  
Gmm Estimation ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

GMM estimation of spatial autoregressive models with unknown heteroskedasticity

2010 ◽  
Vol 157 (1) ◽  
pp. 34-52 ◽  
Author(s):  
Xu Lin ◽  
Lung-fei Lee
Keyword(s):  
Autoregressive Models ◽  
Gmm Estimation ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

scholarly journals Semiparametric GMM estimation of spatial autoregressive models

2012 ◽  
Vol 167 (2) ◽  
pp. 543-560 ◽  
Author(s):  
Liangjun Su
Keyword(s):  
Autoregressive Models ◽  
Gmm Estimation ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

GMM estimation of spatial autoregressive models with moving average disturbances

2013 ◽  
Vol 43 (6) ◽  
pp. 903-926 ◽  
Author(s):  
Osman Doğan ◽  
Süleyman Taşpınar
Keyword(s):  
Moving Average ◽  
Autoregressive Models ◽  
Gmm Estimation ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models

scholarly journals Inference on higher-order spatial autoregressive models with increasingly many parameters

2015 ◽  
Vol 186 (1) ◽  
pp. 19-31 ◽  
Author(s):  
Abhimanyu Gupta ◽  
Peter M. Robinson
Keyword(s):  
Higher Order ◽  
Autoregressive Models ◽  
Spatial Autoregressive ◽  
Spatial Autoregressive Models
Sign in / Sign up

Export Citation Format

Share Document