Arnold, MatthiasWied, Dominik2011-09-072011-09-072011-09-07http://hdl.handle.net/2003/2906810.17877/DE290R-51We modify a previously suggested GMM estimator in a spatial panel regression model by taking into account the difference between disturbances and regression residuals and derive its asymptotic properties. Simulation results and an empirical application to Indonesian rice data illustrate the improvement in finite samples.enDiscussion Paper / SFB 823;29/2011GMM estimationpanel regressionregression residualsspatial autoregression310330620working paper