Harry H. Kelejian () (Department of Economics, University of Maryland) Ingmar R. Prucha () (Department of Economics, University of Maryland)
Abstract
Cross sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor, or a disturbance term which is spatially autoregressive. In this paper we describe a computationally simple procedure for estimating cross sectional models which contain both of these characteristics. We also give formal large sample results.
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Publisher Info
Paper provided by University of Maryland, Department of Economics in its series Electronic Working Papers with number
97-002.
Length: Date of creation: Apr 1997 Date of revision:
Aug 1997 Handle: RePEc:umd:umdeco:97-002
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Find related papers by JEL classification: C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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