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A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
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 aExpand
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A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
This paper is concerned with the estimation of the autoregressive parameter in a widely considered spatial autocorrelation model. The typical estimator for this parameter considered in the literatureExpand
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Panel data models with spatially correlated error components
Abstract In this paper we consider a panel data model with error components that are both spatially and time-wise correlated. The model blends specifications typically considered in the spatialExpand
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Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances
One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, andExpand
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On the asymptotic distribution of the Moran I test statistic with applications
By far, the most popular test for spatial correlation is the one based on Moran's (1950) I test statistic. Despite this, the available results in the literature concerning the large sampleExpand
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HAC estimation in a spatial framework
Abstract We suggest a non-parametric heteroscedasticity and autocorrelation consistent (HAC) estimator of the variance–covariance (VC) matrix for a vector of sample moments within a spatial context.Expand
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Estimation of the Depreciation Rate of Physical and R&D Capital in the U.S. Total Manufacturing Sector
Numerous studies on production and cost, the sources of productivity and studies on endogenous growth have recognized the pivotal role of the physical capital stock. Also there is a clear recognitionExpand
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Estimation of simultaneous systems of spatially interrelated cross sectional equations
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our speci.cation incorporates spatial lags in the endogenous and exogenous variables. In modellingExpand
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Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields.
Over the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has beenExpand
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On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
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 suggestExpand
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