A note on 2SLS estimation of the mixed regressive spatial autoregressive model

@inproceedings{Liu2015ANO,
  title={A note on 2SLS estimation of the mixed regressive spatial autoregressive model},
  author={Long Liu},
  year={2015}
}
  • Long Liu
  • Published 2015
  • Mathematics
  • This paper considers the mixed regressive spatial autoregressive model in an important special case where the spatially lag term is collinear with the regressors. The asymptotic properties of the two-stage least square (2SLS) estimator suggested by Kelejian and Prucha (1998) are derived under such a circumstance. Although the coefficients of the spatial effect cannot be consistently estimated, the coefficients of regressors may still be consistently estimated with a regular n speed of… CONTINUE READING

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