Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices

Journal of Urban Economics

Volumn 80, Issue , 2014, Pages 76-86

  Baltagi, Badi H ^a   Fingleton, Bernard ^b   Pirotte, Alain ^c,d  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c Université Paris 2 Panthéon Assas   (France)

^d Lab Economic and Social Dynamics of Transport   (France)

Author keywords

House prices; Instrumental variables; Nested random effects; Panel data; Spatial dependence; Spatial lag

Indexed keywords

EID: 84888081757     PISSN: 00941190     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jue.2013.10.006     Document Type: Article

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