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A Generalized Spatial Two-stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (1998)
by
Harry H Kelejian
,
Ingmar R Prucha
| Venue: | Journal of Real Estate Finance and Economics |
| Citations: | 257 - 21 self |
BibTeX
@ARTICLE{Kelejian98ageneralized,
author = {Harry H Kelejian and Ingmar R Prucha},
title = {A Generalized Spatial Two-stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances},
journal = {Journal of Real Estate Finance and Economics},
year = {1998},
pages = {99--121}
}
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Abstract
Abstract 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 computationally simple procedure for estimating cross-sectional models that contain both of these characteristics. We also give formal large-sample results.
