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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

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

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

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

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 157 (2010) 1, pp. 53-67

Persistent link: https://www.econbiz.de/10008661866

On the l2(q) test statistic for spatial dependence : finite sample standardization and properties

Drukker, David M.; Prucha, Ingmar R. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 271-292

Persistent link: https://www.econbiz.de/10010202737

On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

Drukker, David M.; Egger, Peter; Prucha, Ingmar R. - In: Econometric reviews 32 (2013) 5/6, pp. 686-733

Persistent link: https://www.econbiz.de/10009758627

On the finite sample properties of pre-test estimators of spatial models

Piras, Gianfranco; Prucha, Ingmar R. - In: Regional science & urban economics 46 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010475664

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Kelejian, Harry H. (contributor); … - 2008

One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first...

Persistent link: https://www.econbiz.de/10003790570