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ON TWO-STEP ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES AND ENDOGENOUS REGRESSORS
Cliff–Ord spatial model Generalized method of moments estimation Limited information estimation
2015/9/24
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances,
where we allow for endogenous regressors in addition to a spatial lag of the dependent variable.
We sugges...