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Metadata Details
Spatial Econometrics -- 3 � IV-GMM Estimation (2) � General Principles Anselin
Contributed by Luc Anselin |
| version |
Summer 2002 |
| status |
Final |
| rights_restrictions |
yes |
| rights_description |
Copyright of these materials is held by the Regents of the University of California. Permission is granted for limited reproduction of these materials for non-commercial education uses only, providing the source is clearly acknowledged. |
| rights_cost |
no |
| resource_type |
Lecture Materials |
| metametadata_contributor_role |
Creator |
| metametadata_contributor_entity |
David Fearon, fear@umail.ucsb.edu |
| metametadata_contributor_date |
2002-07-09 |
| location |
| http://geog55.gis.uiuc.edu/ace492se/iv2.html |
| learning_time |
2:00:00 |
| keywords |
Economics, spatial econometrics, spatial statistics, instrumental variables estimation, generalized method of moments (GMM), asymptotics, spatial lag, GM Estimation of Spatial Error Model, triangular arrays, S2SLS |
| format |
application/pdf |
| end_user_role |
Teacher |
| description |
Course Syllabus ACE 492 SE Luc Anselin Spatial econometrics lecture notes 8 IV-GMM Estimation Spatial Two Stage Least Squares endogeneity in spatial lag, choice of instruments; S2SLS model assumptions, asymptotics, estimator, asymptotic variance. GM Estimation of Spatial Error Model (Kelejian-Prucha) moment conditions, empirical moments, estimating equations, feasible GLS; model features, assumptions, CLT for triangular arrays. GMM Estimation of Spatial Error Model (Conley) GMM approach, geography in Conley model; GMM estimator, asymptotic variance estimation. Estimation of Higher Order Models S2SLS with heteroskedasticity, S2SLS with spatial error components; Generalized spatial 2SLS. |
| CSISS_interest_area |
spatial econometrics,spatial statistic |
| CSISS_discipline |
Economics |
| contributor_role_1 |
Author |
| contributor_entity_1 |
Luc Anselin |
| contributor_date_1 |
2002-01-22 |
| contributor_role_2 |
Department of Agricultural and Consu |
| contributor_entity_2 |
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| contributor_date_2 |
0000-00-00 |
| aggregation_level |
1 |
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