ROBUST ESTIMATION FOR THE SPATIAL AUTOREGRESSIVE MODEL
空间自回归模型的稳健估计
This article proposes and studies two Huber-type estimation approaches, namely, the Huber instrumental variable (IV) estimation and the Huber generalized method of moments (GMM) estimation, for a spatial autoregressive model. We establish the consistency, asymptotic distributions, finite sample breakdown points, and influence functions of these estimators. Simulation studies show that compared to the corresponding traditional estimators (the two-stage least squares…