SpatialEconometricModelEstimationSpatialLagModel幻灯片.pptVIP

Spatial Econometric Analysis Using GAUSS 5 Kuan-Pin LinPortland State University Model EstimationSpatial Lag Model SPLAG(1) OLS is biased and inconsistent. Spatial Lag ModelIV or 2SLS Estimation Instrumental Variables Two-Stage Least Squares Spatial Lag ModelIV/2SLS with SHAC Spatial Lag ModelGMM Estimation Strong Exogeneity of Instrumental Variables Generalized Method of Moments (GMM) Spatial Lag ModelGMM Estimation Efficient GMM Estimator Spatial Lag ModelMaximum Likelihood Estimation Normal Density Function Spatial Lag ModelMaximum Likelihood Estimation Jacobian Matrix