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- W2758847975 abstract "Although many spatial models relate to a single equation, many of the variables involved are simultaneously determined in a system. Because of this, in quite a few cases some of the regressors may be endogenous; the weighting matrix may also be endogenous. In such cases the maximum likelihood procedure or the Bayesian approach cannot be implemented unless all of the equations determining the endogenous variables are known. This will typically not be the case. In this chapter we discuss GMM estimation procedures relating to systems of equations. Nonparametric errors are considered, as well as typical structural specifications, such as SAR, etc. Ironically, fewer complications relate to the more general systems which contain nonparametric errors." @default.
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- W2758847975 date "2017-01-01" @default.
- W2758847975 modified "2023-09-25" @default.
- W2758847975 title "Systems of Spatial Equations" @default.
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- W2758847975 doi "https://doi.org/10.1016/b978-0-12-813387-3.00014-7" @default.
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