In this paper, we specify a linear Cliff-and-Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate multistep...

Spatial models whose weighting matrices have blocks of equal elements might be considered if units are viewed as equally distant within certain neighborhoods, but unrelated between neighborhoods. We give exact small sample results for such models that contain a spatially lagged-dependent...