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Showing 1 to 1 of 1 for “"GMM Estimtion"”.

  1. Essays On Spatial Econometrics: Estimation Methods And Applications

    Dogan, OsmanThe Graduate School and University Center of The City University of New York2001

    … extend the robust generalized method of moment (GMM) estimation approach in Lin and Lee (2010) for the spatial models allowing for a spatial lag not only in the dependent variable but also in the disturbance term. We show the consistency of the robust GMM estimator and determine its asymptotic …

    cuny-grad Repository record