Efficient closed-form estimation of large spatial autoregressions

Author:

Gupta Abhimanyu

Funder

Economic and Social Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference51 articles.

1. A stopping rule for the computation of generalized method of moments estimators;Andrews;Econometrica,1997

2. Spatial Econometrics: Methods and Models, Vol. 4;Anselin,1988

3. Specification and estimation of spatial econometric models: a discussion of alternative strategies for spatial economic modelling;Blommestein;Reg. Sci. Urban Econ.,1983

4. Spatial patterns in household demand;Case;Econometrica,1991

5. Large panel data models with cross-sectional dependence: A survey;Chudik,2015

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