GMM Estimation of a Partially Linear Additive Spatial Error Model
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Cited by:
- Liu, Yu & Zhuang, Xiaoyang, 2023. "Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects," Statistics & Probability Letters, Elsevier, vol. 194(C).
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Keywords
PLASEM; local linear estimation; GMM estimation; consistency; asymptotic normality; Monte Carlo simulation;All these keywords.
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