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Published in 2018 at "Journal of Econometrics"
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…
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Keywords:
estimation;
exponential spatial;
spatial specification;
matrix exponential ... See more keywords