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A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

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  • Kelejian, Harry H
  • Prucha, Ingmar R
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    Abstract

    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 a computationally simple procedure for estimating cross-sectional models that contain both of these characteristics. We also give formal large-sample results. Copyright 1998 by Kluwer Academic Publishers

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    Bibliographic Info

    Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

    Volume (Year): 17 (1998)
    Issue (Month): 1 (July)
    Pages: 99-121

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    Handle: RePEc:kap:jrefec:v:17:y:1998:i:1:p:99-121

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    Web page: http://www.springerlink.com/link.asp?id=102945

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