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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
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Special issue on spatial econometrics : an editorial note
Arbia, Giuseppe; Piras, Gianfranco; Prucha, Ingmar R. - In: The review of regional studies : a joint publ. of the … 44 (2014) 3, pp. 221-222
Persistent link: https://www.econbiz.de/10011539062
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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
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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
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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
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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
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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.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
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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
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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
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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