A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

B. Fingleton

doi:10.1007/s00181-007-0151-4

A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

B. Fingleton

Economics

Research output: Contribution to journal › Article › peer-review

65 Citations (Scopus)

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.

Original language	English
Pages (from-to)	35-57
Number of pages	22
Journal	Empirical Economics
Volume	34
Issue number	1
DOIs	https://doi.org/10.1007/s00181-007-0151-4
Publication status	Published - 2007

Keywords

econometrics
economic geography
economic and political geography
industrial economics
international economics
labour economics
urban economics

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10.1007/s00181-007-0151-4

Cite this

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title = "A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices",

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.",

keywords = "econometrics, economic geography, economic and political geography, industrial economics, international economics, labour economics, urban economics",

author = "B. Fingleton",

note = "Also published in 'Spatial Econometrics: Methods And Applications' http://strathprints.strath.ac.uk/28047/ This is a variant record V: 28047",

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PY - 2007

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AB - 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.

KW - econometrics

KW - economic geography

KW - economic and political geography

KW - industrial economics

KW - international economics

KW - labour economics

KW - urban economics

UR - http://strathprints.strath.ac.uk/28047/

U2 - 10.1007/s00181-007-0151-4

DO - 10.1007/s00181-007-0151-4

M3 - Article

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EP - 57

JO - Empirical Economics

JF - Empirical Economics

IS - 1

ER -

A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

Abstract

Keywords

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