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Testing for spatial error autocorrelation in the presence of endogenous regressors

Anselin, Luc - In: International regional science review 20 (1997) 1, pp. 153-182

Persistent link: https://www.econbiz.de/10001336636

Omitted factors and spatial lags in the dependent variable

Kelejian, Harry H. - In: Letters in spatial and resource sciences : LSRS 7 (2014) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10010242883

The Moran I test for spatial correlation of regression disturbances : an extension accounting for endogenous regressors

Kelejian, Harry H. - 1995

Persistent link: https://www.econbiz.de/10000921449

The logit model and panel data via repeated observations : a clarification and extension of the literature

Kelejian, Harry H. - In: Economics letters 40 (1992) 2, pp. 135-140

Persistent link: https://www.econbiz.de/10001138449

Spatial dependence and spatial structural instability in applied regression analysis

Anselin, Luc - In: Journal of regional science 30 (1990) 2, pp. 185-207

Persistent link: https://www.econbiz.de/10001085672

The test for spatial autocorrelation in seemingly unrelated regressions

Anselin, Luc - In: Economics letters 4 (1988), pp. 335-341

Persistent link: https://www.econbiz.de/10001060377

Non-nested tests on the weight structure in spatial autoregressive models : some Monte Carlo results

Anselin, Luc - In: Journal of regional science 26 (1986) 2, pp. 267-284

Persistent link: https://www.econbiz.de/10001012085

Model validation in spatial econometrics : a review and evaluation of alternative approaches

Anselin, Luc - In: International regional science review 11 (1988) 3, pp. 279-316

Persistent link: https://www.econbiz.de/10001064476

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