Semiparametric GMM Estimation of Spatial Autoregressive Models
We propose semiparametric GMM estimation of semiparametric spatial autoregressive (SAR) models under weak moment conditions. In comparison with the quasi-maximum-likelihood-based semiparametric estimator of Su and Jin (2010), we allow for both heteroscedasticity and spatial dependence in the error t...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1423 https://ink.library.smu.edu.sg/context/soe_research/article/2422/viewcontent/Semi_Parametric_GMM_2013.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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