This paper develops consistency and asymptotic normality of parameter estimates for a higher-order spatial autoregressive model whose order, and number of regressors, are allowed to approach infinity slowly with sample size. Both least squares and instrumental variables estimates are examined,...

This paper develops consistency and asymptotic normality of instrumental variables and least squares estimates for the parameters of a higher-order spatial autoregressive (SAR) model with regressors. The order of the SAR model and the number of regressors are allowed to approach infinity slowly...