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A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008

In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...

Persistent link: https://www.econbiz.de/10003792846

A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results

Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614

Persistent link: https://www.econbiz.de/10003974238

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

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