A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors

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)27-44
Number of pages17
JournalSpatial Economic Analysis
Issue number1
Publication statusPublished - 2008


  • econometrics
  • economic geography
  • industrial economics
  • international economics
  • labour economics
  • planning
  • urban economics

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