Improved GMM estimation of the spatial autoregressive error model

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 1
Pages: 65-68

Authors (2)

Arnold, Matthias (not in RePEc) Wied, Dominik (Universität zu Köln)

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

We suggest an improved GMM estimator for the autoregressive parameter of a spatial autoregressive error model by taking into account that unobservable regression disturbances are different from observable regression residuals.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:1:p:65-68
Journal Field
General
Author Count
2
Added to Database
2026-01-29