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Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances : large and small sample results

Kelejian, Harry H.; Prucha, Ingmar R.; Yuzefovich, Yevgeny - In: Spatial and spatiotemporal econometrics, (pp. 163-198). 2004

Persistent link: https://www.econbiz.de/10002581426

Estimation problems in models with spatial weighting matrices which have blocks of equal elements

Kelejian, Harry H.; Prucha, Ingmar R.; Yuzefovich, Yevgeny - In: Journal of regional science 46 (2006) 3, pp. 507-515

Persistent link: https://www.econbiz.de/10003363561

INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS

Kelejian, Harry H.; Prucha, Ingmar R.; Yuzefovich, Yevgeny - In: Spatial and spatiotemporal econometrics, (pp. 163-198). 2004

The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model with first order autoregressive disturbances. We demonstrate that our estimator is asymptotically...

Persistent link: https://www.econbiz.de/10015388180

A generalized moments estimator for the autoregressive parameter in a spatial model

Kelejian, Harry H.; Prucha, Ingmar R. - 1995

Persistent link: https://www.econbiz.de/10000921450

Estimation of spatial regression models with autoregressive errors by two-stage least squares procedures : a serious problem

Kelejian, Harry H. - In: International regional science review 20 (1997) 1, pp. 103-111

Persistent link: https://www.econbiz.de/10001336639

A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances

Kelejian, Harry H. - In: The journal of real estate finance and economics 17 (1998) 1, pp. 99-121

Persistent link: https://www.econbiz.de/10001245793

On the asymptotic distribution of the Moran I test statistic with applications

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 104 (2001) 2, pp. 219-257

Persistent link: https://www.econbiz.de/10001606580

Estimation of simultaneous systems of spatially interrelated cross sectional equations

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 118 (2004) 1/2, pp. 27-50

Persistent link: https://www.econbiz.de/10001822948

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

Das, Debabrata; Kelejian, Harry H.; Prucha, Ingmar R. - In: Papers in regional science : the journal of the … 82 (2003) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10001736177

2SLS and OLS in a spatial autogressive model with equal spatial weights

Kelejian, Harry H.; Prucha, Ingmar R. - In: Regional science & urban economics 32 (2002) 6, pp. 691-707

Persistent link: https://www.econbiz.de/10001719764