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A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES:LARGE AND SMALL SAMPLE RESULTS
INSTRUMENTAL VARIABLE ESTIMATION SPATIAL AUTOREGRESSIVE MODEL AUTOREGRESSIVE DISTURBANCES LARGE AND SMALL SAMPLE
2015/9/24
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model wit...
2SLS and OLS in a spatial autoregressive model with equal spatial weights
Spatial autoregressive models Row normalized and equal spatial weights Ordinary least squares Two stage least squares Panel data
2015/9/24
The paper considers a Cliff–Ord type spatial model with a spatially lagged dependentvariable and a row normalized weighting matrix with equal weights. We show that the 2SLSand OLS estimators are incon...