Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/26346
Authors: 
Badinger, Harald
Egger, Peter
Year of Publication: 
2008
Series/Report no.: 
CESifo working paper 2301
Abstract: 
This paper presents a generalized moments (GM) approach to estimating an R-th order spatial regressive process in a panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial regressive process and the optimal weighting matrix required to achieve asymptotic efficiency. We prove consistency of the proposed GM estimator and provide Monte Carlo evidence that it performs well also in reasonably small samples.
Subjects: 
Savings Directive
interest taxation
tax capitalization
Austria
Belgium Luxembourg
Liechtenstein
JEL: 
C13
C21
C23
Document Type: 
Working Paper

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