Ahrens, Achim; Bhattacharjee, Arnab - In: Econometrics 3 (2015) 1, pp. 128-155
The vast majority of spatial econometric research relies on the assumption that the spatial network structure is known a priori. This study considers a two-step estimation strategy for estimating the <em>n(n-1)</em> interaction effects in a spatial autoregressive panel model where the spatial dimension...