This paper is concerned with the use of the bootstrap for statistics in spatial econometric models, with a focus on the test statistic for Moran’s I test for spatial dependence. We show that, for many statistics in spatial econometric models, the bootstrap can be studied based on...

This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...

This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...

In this paper, we first generalize an approximate measure of spatial dependence, the APLE statistic (Li et al., 2007), to a spatial Durbin (SD) model. This generalized APLE takes into account exogenous variables directly and can be used to detect spatial dependence originating from either a...

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...

In this paper, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR) models with SAR disturbances. We formally derive the asymptotic distributions of the test statistics. In contrast to regression models, we show that the Cox-type and J-type tests for...

The presence of heavy metals at high concentrations (percent levels) in soils has been a growing concern to human health and the environment, and the cement stabilization is considered to be an effective and practical approach to remediate such soils. The compressibility of such stabilized soils...

The specification and estimation of models of consumer and producer demand with kink points are considered. The presence of kink points divides the demand or production schedule into different regimes. Our approach utilizes the concept of virtual prices. The virtual prices transform binding...

This paper provides a theoretically consistent approach to estimating demand relationships in which kink points occur either in the interior or on the vertices of the budget set. There are important classes of problems in developing countries which demonstrate such kinked budget sets including...