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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression

Krämer, Walter - 2002 - Version August 2002

The paper considers tests against for autocorrelation among the disturbances in linear regression models that can be …

Persistent link: https://www.econbiz.de/10009770908

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrume...

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

One-directional adjacency matrices in spatial autoregressive model : a land price example and Monte Carlo results

Yokoi, Takahisa; Ando, Asao - In: Economic modelling 29 (2012) 1, pp. 79-85

Persistent link: https://www.econbiz.de/10009658254

Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 446-458

Persistent link: https://www.econbiz.de/10009621610

Estimation of spatial autoregressive models with boundary specification problem

Zhang, Zhengyu; Tao, Ji - In: Economics letters 118 (2013) 1, pp. 130-134

Persistent link: https://www.econbiz.de/10009706850

Estimation of spatial autoregressive models with randomly missing data in the dependent variable

Wang, Wei; Lee, Lung-fei - In: The econometrics journal 16 (2013) 1, pp. 73-102

Persistent link: https://www.econbiz.de/10009722511

Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments

Liu, Xiaodong; Lee, Lung-fei - In: Econometric reviews 32 (2013) 5/6, pp. 734-753

Persistent link: https://www.econbiz.de/10009758624

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

Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 5, pp. 816-837

Persistent link: https://www.econbiz.de/10010237462

Estimation of the spatial weights matrix under structural constraints

Bhattacharjee, Arnab; Jensen-Butler, Christopher - In: Regional science & urban economics 43 (2013) 4, pp. 617-634

Persistent link: https://www.econbiz.de/10009783750

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