TY - JOUR
T1 - A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
AU - Fingleton, B.
PY - 2008
Y1 - 2008
N2 - 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.
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 - industrial economics
KW - international economics
KW - labour economics
KW - planning
KW - urban economics
UR - http://www.tandf.co.uk/journals/titles/17421772.asp
UR - http://dx.doi.org/10.1080/17421770701774922
U2 - 10.1080/17421770701774922
DO - 10.1080/17421770701774922
M3 - Article
SN - 1742-1772
VL - 3
SP - 27
EP - 44
JO - Spatial Economic Analysis
JF - Spatial Economic Analysis
IS - 1
ER -