Indirect Inference Estimation of Spatial Autoregressions
The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent<br />as pointed out by Lee (2002), provided that each spatial unit is influenced aggregately by a significant<br />portion of the total units. This paper presents a unified asymptotic distribution re...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Series: | Econometrics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2225-1146/8/3/34 |