GMM Estimation of a Partially Linear Additive Spatial Error Model

GMM Estimation of a Partially Linear Additive Spatial Error Model

This article presents a partially linear additive spatial error model (PLASEM) specification and its corresponding generalized method of moments (GMM). It also derives consistency and asymptotic normality of estimators for the case with a single nonparametric term and an arbitrary number of nonparam...

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Bibliographic Details
Main Authors: Jianbao Chen, Suli Cheng
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Mathematics
Subjects:
PLASEM
local linear estimation
GMM estimation
consistency
asymptotic normality
Monte Carlo simulation
Online Access:https://www.mdpi.com/2227-7390/9/6/622

Internet

https://www.mdpi.com/2227-7390/9/6/622

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