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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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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
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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
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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
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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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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
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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
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Panel data models with spatially correlated error components
Kapoor, Mudit; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 140 (2007) 1, pp. 97-130
Persistent link: https://www.econbiz.de/10003579952
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A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509-533
Persistent link: https://www.econbiz.de/10001374345
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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