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Estimation of spatial regression models with autoregressive errors by two-stage least squares procedures : a serious problem
Kelejian, Harry H. - In: International regional science review 20 (1997) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10001336639
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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
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A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
Kelejian, Harry H. - In: The journal of real estate finance and economics 17 (1998) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10001245793
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Special issue on spatial econometrics in honor of Ingmar Prucha
Baltagi, Badi H. (ed.); Arbia, Giuseppe (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10011949734
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Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances
Das, Debabrata; Kelejian, Harry H.; Prucha, Ingmar R. - In: Papers in regional science : the journal of the … 82 (2003) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001736177
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On the asymptotic distribution of the Moran I test statistic with applications
Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 104 (2001) 2, pp. 219-257
Persistent link: https://www.econbiz.de/10001606580
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2SLS and OLS in a spatial autogressive model with equal spatial weights
Kelejian, Harry H.; Prucha, Ingmar R. - In: Regional science & urban economics 32 (2002) 6, pp. 691-707
Persistent link: https://www.econbiz.de/10001719764
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Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances : large and small sample results
Kelejian, Harry H.; Prucha, Ingmar R.; Yuzefovich, Yevgeny - In: Spatial and spatiotemporal econometrics, (pp. 163-198). 2004
Persistent link: https://www.econbiz.de/10002581426
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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
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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