GMM inference in spatial autoregressive models

Keyphrases

• Spatial Autoregressive Model 100%
• Finite Sample Properties 100%
• Generalized Method of Moments 100%
• Spatial Autoregressive 100%
• Autoregressive Parameters 100%
• Correction Method 66%
• SARAR 66%
• Wald Test 66%
• Generalized Method of Moments Estimation 66%
• First-order 33%
• Simulation Study 33%
• Finite Sample 33%
• Bootstrap 33%
• Chi-square Test 33%
• Perturbation Term 33%
• Test Statistic 33%
• Explanatory Variables 33%
• Autoregressive Process 33%
• C-test 33%
• Variance Estimate 33%
• Minimum chi-square 33%
• Lagrange multiplier Test 33%
• Spatial Econometrics 33%
• Asymptotic Standard Errors 33%
• Sample Variance 33%
• Variance Correction 33%
• Linear Restrictions 33%
• Effect Estimator 33%

Mathematics

• Method of Moment 100%
• Autoregressive Model 100%
• Asymptotics 50%
• Dependent Variable 50%
• Wald Test 50%
• Moment Estimator 50%
• Chi-Square Testing 25%
• Explanatory Variable 25%
• Simulation Study 25%
• Test Statistic 25%
• Test Criterion 25%
• Variance Estimate 25%
• Minimum Chi 25%
• Lagrange Multiplier Test 25%
• Sample Variance 25%

Economics, Econometrics and Finance

• Spatial Econometrics 100%
• Econometric Model 100%