Similar Search Results - EconBiz

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H.; Prucha, Ingmar R. - 2008

One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first...

Persistent link: https://www.econbiz.de/10010264476

A spatial Cliff-ord-type model with heteroskedastic innovations: small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

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 a multi-step...

Persistent link: https://www.econbiz.de/10010264508

A generalized moments estimator for the autoregressive parameter in a spatial model

Kelejian, Harry H.; Prucha, Ingmar R. - 1995

Persistent link: https://www.econbiz.de/10000921450

A generalized moments estimator for the autoregressive parameter in a spatial model

Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509-533

Persistent link: https://www.econbiz.de/10001374345

A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence

Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605

Persistent link: https://www.econbiz.de/10011661869

Estimation of simultaneous systems of spatially interrelated cross sectional equations

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 118 (2004) 1/2, pp. 27-50

Persistent link: https://www.econbiz.de/10001822948

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H. (contributor); … - 2008

One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first...

Persistent link: https://www.econbiz.de/10003790570

A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

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 a multi-step...

Persistent link: https://www.econbiz.de/10003792846

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 157 (2010) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10008661866

A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614

Persistent link: https://www.econbiz.de/10003974238

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