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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

Kelejian, Harry H.; Robinson, Dennis Phillip - 1995

Persistent link: https://www.econbiz.de/10000944097

Spatial correlation : a suggested alternative to the autoregressive model

Kelejian, Harry H. - In: New directions in spatial econometrics, (pp. 75-95). 1995

Persistent link: https://www.econbiz.de/10001290027

Spatial autocorrelation : a new computationally simple test with an application to per capita county police expenditures

Kelejian, Harry H. - In: Regional science & urban economics 22 (1992) 3, pp. 317-331

Persistent link: https://www.econbiz.de/10001330421

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

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

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

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

Stochastic generalizations of demand systems with an application to telecommunications

Gatto, Joseph P. - In: Information economics and policy : IEP 3 (1988) 4, pp. 283-309

Persistent link: https://www.econbiz.de/10001088532

A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Kelejian, Harry H. - 2008

Cross sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor, or a disturbance term which is spatially autoregressive. In this paper we describe a computationally simple procedure for estimating cross sectional models which contain both of these...

Persistent link: https://www.econbiz.de/10012775073