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

An improved generalized moments estimator for a spatial moving average error model,10.1016/j.econlet.2011.08.015,Economics Letters,Badi H. Baltagi,Lon

An improved generalized moments estimator for a spatial moving average error model  
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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.
Journal: Economics Letters - ECON LETT , vol. 113, no. 3, pp. 282-284, 2011
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