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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

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

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

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

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

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

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