GMM estimation of spatial panels

Francesco Moscone and Elisa Tosetti

MPRA Paper from University Library of Munich, Germany

Abstract: We consider Generalized Method of Moments (GMM) estimation of a regression model with spatially correlated errors. We propose some new moment conditions, and derive the asymptotic distribution of the GMM based on them. The analysis is supported by a small Monte Carlo exercise.

Keywords: Generalized Method of Moments; spatial econometrics (search for similar items in EconPapers)
JEL-codes: A19 C13 (search for similar items in EconPapers)
Date: 2009-04-17
New Economics Papers: this item is included in nep-ecm, nep-geo and nep-ure
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:16327

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