Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
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DOI: 10.1016/j.jeconom.2018.06.005
Abstract: In this paper, we consider estimation of the matrix exponential spatial specification model with the Durbin and endogenous regressors. We find that the nonlinear two-stage least squares (N2SLS) estimator is in general consistent and asymptotically… read more here.
Keywords: estimation; exponential spatial; spatial specification; matrix exponential ... See more keywords