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On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - 2014

This paper explores the properties of pre-test strategies in estimating a linear Cliff-Ord-type spatial model when the researcher is unsure about the nature of the spatial dependence. More specifically, the paper explores the finite sample properties of the pre-test estimators introduced in...

Persistent link: https://www.econbiz.de/10010337595

On the l2(q) test statistic for spatial dependence : finite sample standardization and properties

Drukker, David M.; Prucha, Ingmar R. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 271-292

Persistent link: https://www.econbiz.de/10010202737

On spatial processes and asymptotic inference under near-epoch dependence

Jenish, Nazgul; Prucha, Ingmar R. - In: Journal of econometrics 170 (2012) 1, pp. 178-190

Persistent link: https://www.econbiz.de/10009673117

Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of econometrics 174 (2013) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10009751241

On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

Drukker, David M.; Egger, Peter; Prucha, Ingmar R. - In: Econometric reviews 32 (2013) 5/6, pp. 686-733

Persistent link: https://www.econbiz.de/10009758627

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional science & urban economics 46 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010475664

Moving to nice weather

Rappaport, Jordan; Prucha, Ingmar R. - In: Regional science & urban economics 37 (2007) 3, pp. 375-398

Persistent link: https://www.econbiz.de/10003451588

Central limit theorems and uniform laws of large numbers for arrays of random fields

Jenish, Nazgul; Prucha, Ingmar R. - In: Journal of econometrics 150 (2009) 1, pp. 86-98

Persistent link: https://www.econbiz.de/10003847514

R & D, production structure, and productivity growth in the U. S., Japanese and German manufacturing sectors

Mohnen, Pierre A.; Nadiri, Mohammed Ishaq; Prucha, Ingmar R. - 1984

Persistent link: https://www.econbiz.de/10003233577

Special issue on spatial econometrics : an editorial note

Arbia, Giuseppe; Piras, Gianfranco; Prucha, Ingmar R. - In: The review of regional studies : a joint publ. of the … 44 (2014) 3, pp. 221-222

Persistent link: https://www.econbiz.de/10011539062

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