An improved generalized moments estimator for a spatial moving average error model

Badi H.Baltagi; Long Liu

首页> 外文期刊>Economics letters >An improved generalized moments estimator for a spatial moving average error model

【24h】

An improved generalized moments estimator for a spatial moving average error model

机译：空间移动平均误差模型的改进的广义矩估计

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Following Arnold and Wied (2010), we suggest an improved generalized moments estimator for the spatial moving average error model which takes explicitly into account that the moment conditions are based on OLS residuals rather than the true disturbances.

机译：继Arnold和Wied（2010）之后，我们提出了一种针对空间移动平均误差模型的改进的广义矩估计量，该模型明确考虑了矩条件基于OLS残差而不是真实扰动。

著录项

来源
《Economics letters》 |2011年第3期|p.282-284|共3页
作者
Badi H.Baltagi; Long Liu;
展开▼
作者单位

Center for Policy Research, 426 Eggers Hall, Syracuse University, Syracuse, NY 13244-1020, United States;

Department of Economics, College of Business, University of Texas at San Antonio, One UTSA Circle, TX 78249-0633, United States;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
method of moments estimation; spatial moving average; regression residuals;

机译：矩估计方法;空间移动平均值回归残差;

相似文献

外文文献
中文文献
专利

1. A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors [J] . BERNARD FINGLETON Spatial economic analysis . 2008,第1期

机译：具有内生空间滞后和空间移动平均误差的空间面板模型的矩估计的通用方法
2. Asymptotics of improved generalized moment estimators for spatial autoregressive error models [J] . Drinkuth Carsten, Arnold Matthias Communications in Statistics . 2016,第7a8期

机译：空间自回归误差模型的改进广义矩估计量的渐近性
3. A multidimensional spatial lag panel data model with spatial moving average nested random effects errors [J] . Bernard Fingleton, Julie Le Gallo, Alain Pirotte Empirical Economics . 2018,第1期

机译：具有空间移动平均嵌套随机效应误差的多维空间滞后面板数据模型
4. Errors-in-variables identification of noisy moving average models [C] . Youcef Abdelhakim, Diversi Roberto, Grivel Eric European Signal Processing Conference . 2015

机译：嘈杂移动平均模型的变量误差识别
5. In search of the electron's electric dipole moment in thorium monoxide: An improved upper limit, systematic error models, and apparatus upgrades. [D] . O'Leary, Brendon R. 2017

机译：在一氧化or中寻找电子的电偶极矩：改进的上限，系统误差模型和设备升级。
6. Assessment of autoregressive integrated moving average (ARIMA), generalized linear autoregressive moving average (GLARMA), and random forest (RF) time series regression models for predicting influenza A virus frequency in swine in Ontario, Canada [O] . Tatiana Petukhova, Davor Ojkic, Beverly McEwen, 2012

机译：评估加拿大安大略省猪甲型流感病毒频率的自回归综合移动平均值（ARIMA），广义线性自回归移动平均值（GLARMA）和随机森林（RF）时间序列回归模型
7. A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors [O] . Fingleton, B. 2008

机译：具有内生空间滞后和空间移动平均误差的空间面板模型的矩估计的一种通用方法

An improved generalized moments estimator for a spatial moving average error model

摘要

著录项

相似文献

相关主题

期刊订阅