An improved generalized moments estimator for a spatial moving average error model

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 113
Issue: 3
Pages: 282-284

Authors (2)

Baltagi, Badi H. (Syracuse University) Liu, Long (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

Following Arnold and Wied (2010), we suggest an improved generalized moments estimator for the spatial moving average error model which takes explicitly into account that the moment conditions are based on OLS residuals rather than the true disturbances.

Technical Details

RePEc Handle
repec:eee:ecolet:v:113:y:2011:i:3:p:282-284
Journal Field
General
Author Count
2
Added to Database
2026-01-24