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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

The relative efficiencies of various predictors in spatial econometric models containing spatial lags

Kelejian, Harry H.; Prucha, Ingmar R. - In: Regional science & urban economics 37 (2007) 3, pp. 363-374

Persistent link: https://www.econbiz.de/10003451584

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

Panel data models with spatially correlated error components

Kapoor, Mudit; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 97-130

Persistent link: https://www.econbiz.de/10003579952

HAC estimation in a spatial framework

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 131-154

Persistent link: https://www.econbiz.de/10003579953

Methods of estimation for markets in disequilibrium: a further study

Fair, Ray C.; Kelejian, Harry H. - 1972

Persistent link: https://www.econbiz.de/10003544332

Spatial aspects of contagion among emerging economies

Hondroyiannis, George B.; Kelejian, Harry H.; Tavlas, … - In: Spatial economic analysis : the journal of the Regional … 4 (2009) 2, pp. 191-211

Persistent link: https://www.econbiz.de/10003858243

Important dynamic indices in spatial models

Kelejian, Harry H.; Mukerji, Purba - In: Papers in regional science : the journal of the … 90 (2011) 4, pp. 693-702

Persistent link: https://www.econbiz.de/10009382586

In the neighborhood : the trade effects of the Euro in a spatial framework

Kelejian, Harry H.; Tavlas, George S.; Petroulas, Pavlos - In: Regional science & urban economics 42 (2012) 1/2, pp. 314-322

Persistent link: https://www.econbiz.de/10009621654

Special issue: Contributions to spatial econometrics : a Festschrift in honour of Harry H. Kelejian

Arbia, Giuseppe (contributor); Kelejian, Harry H. (honouree) - 2013

Persistent link: https://www.econbiz.de/10010202755