A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

B. Fingleton

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This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial moving average errors combined with a spatially autoregressive dependent variable. Monte Carlo results are given suggesting that the GMM estimator is consistent. The estimator is applied to English real estate price data.
Original languageEnglish
Pages (from-to)35-57
Number of pages22
JournalEmpirical Economics
Issue number1
Publication statusPublished - 2007


  • econometrics
  • economic geography
  • economic and political geography
  • industrial economics
  • international economics
  • labour economics
  • urban economics

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