Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments

Econometric Reviews

Volumn 32, Issue 5-6, 2013, Pages 734-753

  Liu, Xiaodong ^a   Lee, Lung Fei ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

2SLS; Endogenous regressors; Instrument selection; Spatial autoregressive model

Indexed keywords

EID: 84874123359     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2013.741018     Document Type: Article

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