We suggest and compare different methods for estimating spatial autoregressive panel models with randomly missing data in the dependent variable. We start with a random effects model and then generalize the model by introducing the spatial Mundlak approach. A nonlinear least squares method is...

In this paper, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR) models with SAR disturbances. We formally derive the asymptotic distributions of the test statistics. In contrast to regression models, we show that the Cox-type and J-type tests for...

This paper offers a personal view on recent developments in the field of spatial econometrics. The approach is subjective and certainly biased. I focus on three issues that I consider of the utmost importance and which are at the basis of the discipline, namely spatial causality, the question of...

En este trabajo analizamos la situación actual de la Econometría espacial, como disciplina de naturaleza econométrica especializada en el manejo de datos y relaciones de tipo espacial. Se trata de un campo de investigación que ha evolucionado muy rápidamente en las últimas décadas...

This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the test statistic for Moran’s I test for spatial dependence. We show that, for many statistics in spatial econometric models, the bootstrap can be studied based on...

In this paper, we first generalize an approximate measure of spatial dependence, the APLE statistic (Li et al., 2007), to a spatial Durbin (SD) model. This generalized APLE takes into account exogenous variables directly and can be used to detect spatial dependence originating from either a...

Measurement error in an independent variable is one reason why OLS estimates may not be consistent. However, as shown by Dagenais (1994), in some circumstances the OLS bias may be ameliorated somewhat given the presence of serially correlated disturbances, and OLS may prove superior to standard...

This paper derives two simple artificial Double Length Regressions (DLR) to test for spatial dependence. The first DLR tests for spatial lag dependence while the second DLR tests for spatial error dependence. Both artificial regressions utilize only least squares residuals of the restricted...

La Econometría espacial es una disciplina joven, con apenas 25 años de experiencia, aunque se ha beneficiado de un desarrollo muy intenso. Los fundamentos metodológicos parecen plenamente consolidados y los rendimientos de la investigación son crecientes. Probablemente como consecuencia de...

Actual property values are overwhelmingly employed as a dependent variable in hedonic pricing models. Yet, assessed property values are generally more readily available than actual sales values and have, in some studies, been used in lieu of market prices. In this study, we compare estimates of...