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Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes
Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 46 (2014), pp. 140-149
Persistent link: https://www.econbiz.de/10010475661
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An extension of Kelejian's J-test for non-nested spatial models
Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 41 (2011) 3, pp. 281-292
Persistent link: https://www.econbiz.de/10009270952
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A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
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An extension of the J-test to a spatial panel data framework
Kelejian, Harry H.; Piras, Gianfranco - In: Journal of applied econometrics 31 (2016) 2, pp. 387-402
Persistent link: https://www.econbiz.de/10011644338
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Important overlooked IVs in spatial models
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10011949749
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A J-Test for Panel Models with Fixed Effects, Spatial and Time
Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013
In this paper we suggest a J-test in a spatial panel framework of a null model against one or more alternatives. The null model we consider has fixed effects, along with spatial and time dependence. The alternatives can have either fixed or random effects. We implement our procedure to test the...
Persistent link: https://www.econbiz.de/10010929361
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Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes
Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013
Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical model specifications and corresponding estimation procedures will no longer be valid. In this paper we specify a spatial panel data model...
Persistent link: https://www.econbiz.de/10010929374
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An extension of Kelejian's J-test for non-nested spatial models
Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 41 (2011) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10008893763
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Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes
Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013
Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical model specifications and corresponding estimation procedures will no longer be valid. In this paper we specify a spatial panel data model...
Persistent link: https://www.econbiz.de/10010778453
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A J-Test for Panel Models with Fixed Effects, Spatial and Time
Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013
In this paper we suggest a J-test in a spatial panel framework of a null model against one or more alternatives. The null model we consider has fixed effects, along with spatial and time dependence. The alternatives can have either fixed or random effects. We implement our procedure to test the...
Persistent link: https://www.econbiz.de/10010778475