Some correlation properties of spatial autoregressions
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- Kelejian, Harry H. & Prucha, Ingmar R., 2010.
"Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances,"
Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
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More about this item
Keywords
simultaneous autoregressions; spatial autocorrelation; spatial weights matrices; walks in graphs;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-02-07 (Econometrics)
- NEP-GEO-2009-02-07 (Economic Geography)
- NEP-URE-2009-02-07 (Urban and Real Estate Economics)
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