-
2
-
-
0002018653
-
Spatial dependence in linear regression models, with an introduction to spatial econometrics
-
A. Ullah and D.E.A. Giles (eds) . Marcel Dekker
-
Anselin, L. & A. Bera (1998) Spatial dependence in linear regression models, with an introduction to spatial econometrics. In A. Ullah and D.E.A. Giles (eds), Handbook of Applied Economic Statistics. Marcel Dekker.
-
(1998)
Handbook of Applied Economic Statistics
-
-
Anselin, L.1
Bera, A.2
-
3
-
-
0029800062
-
Efficient algorithms for constructing proper higher order spatial lag operators
-
Anselin, L. & O. Smirnov (1996) Efficient algorithms for constructing proper higher order spatial lag operators. Journal of Regional Science 36, 67-89.
-
(1996)
Journal of Regional Science
, vol.36
, pp. 67-89
-
-
Anselin, L.1
Smirnov, O.2
-
5
-
-
0020665967
-
Specification and estimation of spatial econometric models: A discussion of alternative strategies for spatial economic modelling
-
Blommestein, H.J. (1983) Specification and estimation of spatial econometric models: A discussion of alternative strategies for spatial economic modelling. Regional Science and Urban Economics 13, 250-271.
-
(1983)
Regional Science and Urban Economics
, vol.13
, pp. 250-271
-
-
Blommestein, H.J.1
-
6
-
-
0022179549
-
Elimination of circular routes in spatial dynamic regression equations
-
Blommestein, H.J. (1985) Elimination of circular routes in spatial dynamic regression equations. Regional Science and Urban Economics 15, 121-130.
-
(1985)
Regional Science and Urban Economics
, vol.15
, pp. 121-130
-
-
Blommestein, H.J.1
-
7
-
-
84985261021
-
Recursive algorithms for the elimination of redundant paths in spatial lag operators
-
Blommestein, H.J. & Koper, N.A. (1992) Recursive algorithms for the elimination of redundant paths in spatial lag operators. Journal of Regional Science 32, 91-111.
-
(1992)
Journal of Regional Science
, vol.32
, pp. 91-111
-
-
Blommestein, H.J.1
Koper, N.A.2
-
8
-
-
0002859476
-
Redundancy of moment conditions
-
Breusch, T., H. Qian, P. Schmidt, & D.Wyhowski (1999) Redundancy of moment conditions. Journal of Econometrics 91, 89-111.
-
(1999)
Journal of Econometrics
, vol.91
, pp. 89-111
-
-
Breusch, T.1
Qian, H.2
Schmidt, P.3
Wyhowski, D.4
-
13
-
-
84985566400
-
The autoregressive moving average model for spatial analysis
-
Huang, J.S. (1984) The autoregressive moving average model for spatial analysis. Australian Journal of Statistics 26, 169-178.
-
(1984)
Australian Journal of Statistics
, vol.26
, pp. 169-178
-
-
Huang, J.S.1
-
14
-
-
0032373368
-
A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbance
-
Kelejian, H.H. & I.R. Prucha (1998) A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbance. Journal of Real Estate Finance and Economics 17, 99-121.
-
(1998)
Journal of Real Estate Finance and Economics
, vol.17
, pp. 99-121
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
15
-
-
0346942395
-
A generalized moments estimator for the autoregressive parameter in a spatial model
-
Kelejian, H.H. & I.R. Prucha (1999) A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review 40, 509-533.
-
(1999)
International Economic Review
, vol.40
, pp. 509-533
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
16
-
-
0001566986
-
On the asymptotic distribution of the moran i test statistic with applications
-
Kelejian, H.H. & I.R. Prucha (2001) On the asymptotic distribution of the moran i test statistic with applications. Journal of Econometrics 104, 219-257.
-
(2001)
Journal of Econometrics
, vol.104
, pp. 219-257
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
17
-
-
0347354953
-
Estimation of simultaneous systems of spatially interrelated cross sectional equations
-
Kelejian, H.H. & I.R. Prucha (2004) Estimation of simultaneous systems of spatially interrelated cross sectional equations. Journal of Econometrics 118, 27-50.
-
(2004)
Journal of Econometrics
, vol.118
, pp. 27-50
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
19
-
-
77951130338
-
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
-
University of Maryland
-
Kelejian, H.H. & I.R. Prucha (2007b) Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances. Working paper, University of Maryland.
-
(2007)
Working Paper
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
20
-
-
34047228466
-
Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results
-
J. LeSage and K. Pace (eds.) . Elsevier
-
Kelejian, H.H., I.R. Prucha, & E. Yuzefovich (2004) Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results. In J. LeSage and K. Pace (eds.), Advances in Econometrics: Spatial and Spatiotemporal Econometrics. Elsevier.
-
(2004)
Advances in Econometrics: Spatial and Spatiotemporal Econometrics
-
-
Kelejian, H.H.1
Prucha, I.R.2
Yuzefovich, E.3
-
22
-
-
0036004259
-
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
-
Lee, L.F. (2002) Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models. Econometric Theory 18, 252-277.
-
(2002)
Econometric Theory
, vol.18
, pp. 252-277
-
-
Lee, L.F.1
-
23
-
-
1542393434
-
Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances
-
Lee, L.F. (2003) Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances. Econometric Reviews 22, 307-335.
-
(2003)
Econometric Reviews
, vol.22
, pp. 307-335
-
-
Lee, L.F.1
-
24
-
-
8344266845
-
Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models
-
Lee, L.F. (2004) Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models. Econometrica 72, 1899-1926.
-
(2004)
Econometrica
, vol.72
, pp. 1899-1926
-
-
Lee, L.F.1
-
25
-
-
33847203590
-
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
-
Lee, L.F. (2007a) GMM and 2SLS estimation of mixed regressive, spatial autoregressive models. Journal of Econometrics 137, 489-514.
-
(2007)
Journal of Econometrics
, vol.137
, pp. 489-514
-
-
Lee, L.F.1
-
26
-
-
34547527852
-
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
-
Lee, L.F. (2007b) The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models. Journal of Econometrics 140, 155-189.
-
(2007)
Journal of Econometrics
, vol.140
, pp. 155-189
-
-
Lee, L.F.1
-
27
-
-
36248940447
-
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
-
Ohio State University
-
Lin, X. & L.F. Lee (2006) GMM estimation of spatial autoregressive models with unknown heteroskedasticity. Working paper, Ohio State University.
-
(2006)
Working Paper
-
-
Lin, X.1
Lee, L.F.2
-
28
-
-
77951122720
-
Improved efficient quasi maximum likelihood estimator of spatial autoregressive models
-
Ohio State University
-
Liu, X., L.F. Lee, & C. Bollinger (2006) Improved efficient quasi maximum likelihood estimator of spatial autoregressive models. Working paper, Ohio State University.
-
(2006)
Working Paper
-
-
Liu, X.1
Lee, L.F.2
Bollinger, C.3
-
29
-
-
0040777334
-
Generalized least squares with an estimated covariance matrix
-
Maddala, G.S. (1971) Generalized least squares with an estimated covariance matrix. Econometrica 39, 23-33.
-
(1971)
Econometrica
, vol.39
, pp. 23-33
-
-
Maddala, G.S.1
-
30
-
-
84950640386
-
Estimation methods for models of spatial interaction
-
Ord, J. (1975) Estimation methods for models of spatial interaction. Journal of the American Statistical Association 70, 120-126.
-
(1975)
Journal of the American Statistical Association
, vol.70
, pp. 120-126
-
-
Ord, J.1
|