A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors

B. Fingleton

Research output: Contribution to journalArticlepeer-review

99 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 languageEnglish
Pages (from-to)27-44
Number of pages17
JournalSpatial Economic Analysis
Volume3
Issue number1
DOIs
Publication statusPublished - 2008

Keywords

  • econometrics
  • economic geography
  • industrial economics
  • international economics
  • labour economics
  • planning
  • urban economics

Fingerprint

Dive into the research topics of 'A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors'. Together they form a unique fingerprint.

Cite this