Instrumental Variables/Method of Moments Estimation 80

作者: Ingmar R. Prucha

DOI:

关键词: EconometricsInstrumental variableGeneralized method of momentsEstimation methodsEstimationMathematicsMethod of moments (statistics)

摘要: The chapter discusses generalized method of moments (GMM) estimation methods for spatial models. Much the discussion is on GMM Cliff-Ord-type models where interactions are modeled in terms lags. also recent developments from data processes which spatially α-mixing.

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