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

Economics Letters, 2011, vol. 113, issue 3, 282-284

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.

Keywords: Method of moments estimation; Spatial moving average; Regression residuals (search for similar items in EconPapers)
JEL-codes: C13 C21 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:113:y:2011:i:3:p:282-284

DOI: 10.1016/j.econlet.2011.08.015

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