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Instrumental Variables/Method of Moments Estimation

  • Ingmar R. PruchaEmail author
Living reference work entry

Abstract

The chapter discusses generalized method of moments (GMM) estimation methods for spatial models. Much of the discussion is on GMM estimation of Cliff-Ord-type models where spatial interactions are modeled in terms of spatial lags. The chapter also discusses recent developments on GMM estimation from data processes which are spatially α-mixing.

Keywords

Spatial model Moment condition Spatial econometrics Spatial weight matrices Generalized methods of moments 

Notes

Acknowledgments

I would like to thank James LeSage and Pablo Salinas Macario for their helpful comments on this chapter.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of EconomicsUniversity of MarylandCollege ParkUSA

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