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EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
Lee, Lung-fei, Liu, XiaodongVolume:
26
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466609090653
Date:
February, 2010
File:
PDF, 368 KB
english, 2010