Time series regression models that have autoregressive errors are often estimated by two-stage procedures which are based on the Cochrane-Orcutt (1949) transformation. It seems natural to also attempt the estimation of spatial regression models whose error terms are autoregressive in terms of an...

This paper examines the properties of Moran's I test for spatial error autocorrelation when endogenous variables are included in the regression specification and estimation is carried out by means of instrumental variables procedures (such as two-stage least squares). The asymptotic distribution...

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 reasonably general spatial...

We examine spatial spillovers in institutional development. Dependent variables are institutional measures reflecting politics, law, and governmental administration. The explanatory variable of interest is the level of institutions in bordering countries—a spatial lag of the dependent...