作者: Ingmar R. Prucha
DOI:
关键词: Econometrics 、 Instrumental variable 、 Generalized method of moments 、 Estimation methods 、 Estimation 、 Mathematics 、 Method 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.