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

Badi H. Baltagi, Long Liu

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)282-284
Number of pages3
JournalEconomics Letters
Volume113
Issue number3
DOIs
StatePublished - Dec 1 2011

Keywords

  • Method of moments estimation
  • Regression residuals
  • Spatial moving average

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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