Xu, Xingbai; Lee, Lung-fei - In: Journal of Econometrics 186 (2015) 1, pp. 1-18
This paper develops a nonlinear spatial autoregressive model. Of particular interest is a structural interaction model for share data. We consider possible instrumental variable (IV) and maximum likelihood estimation (MLE) for this model, and analyze asymptotic properties of the IV and MLE based...
