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2SLS and OLS in a spatial autoregressive model with equal spatial weights

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  1. Prof. Dr. Walter Krämer & Dr. Christoph Hanck, "undated". "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers 7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
  2. Baltagi, Badi H. & Liu, Long, 2010. "Spurious spatial regression with equal weights," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1640-1642, November.
  3. Kuersteiner, Guido M. & Prucha, Ingmar R. & Zeng, Ying, 2023. "Efficient peer effects estimators with group effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 2155-2194.
  4. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
  5. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  6. Aida, Takeshi, 2015. "Spatial vs. Social Network Effects in Risk Sharing," 2015 Conference, August 9-14, 2015, Milan, Italy 210937, International Association of Agricultural Economists.
  7. Teixeira, Antonio Carlos, 2006. "Transport policies in light of the new economic geography: The Portuguese experience," Regional Science and Urban Economics, Elsevier, vol. 36(4), pages 450-466, July.
  8. Bonanno, Alessandro & Ghosh, Gaurav S., 2010. "SNAP Efficacy and Food Access – A Nationwide Spatial Analysis," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116437, European Association of Agricultural Economists.
  9. Ana Angulo & Jesús Mur & Javier Trivez, 2014. "Measure of the resilience to Spanish economic crisis: the role of specialization," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 263-275.
  10. Baltagi, Badi H. & Liu, Long, 2009. "Spatial lag test with equal weights," Economics Letters, Elsevier, vol. 104(2), pages 81-82, August.
  11. Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2009. "Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors," Regional Science and Urban Economics, Elsevier, vol. 39(6), pages 670-678, November.
  12. Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
  13. Grodner, Andrew & Kniesner, Thomas J. & Bishop, John A., 2011. "Social Interactions in the Labor Market," Foundations and Trends(R) in Microeconomics, now publishers, vol. 6(4), pages 265-366, September.
  14. J. Paul Elhorst, 2014. "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 95-119, Springer.
  15. Blocher, Jesse, 2016. "Network externalities in mutual funds," Journal of Financial Markets, Elsevier, vol. 30(C), pages 1-26.
  16. Mynbaev, Kairat T. & Ullah, Aman, 2008. "Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 245-277, February.
  17. Brada, Josef C. & Gajewski, Paweł & Kutan, Ali M., 2021. "Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe," International Review of Financial Analysis, Elsevier, vol. 74(C).
  18. repec:rri:wpaper:200711 is not listed on IDEAS
  19. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
  20. Frank Davenport, 2017. "Estimating standard errors in spatial panel models with time varying spatial correlation," Papers in Regional Science, Wiley Blackwell, vol. 96, pages 155-177, March.
  21. Guido M. Kuersteiner & Ingmar R. Prucha, 2020. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
  22. Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
  23. Baltagi, Badi H., 2006. "Random Effects And Spatial Autocorrelation With Equal Weights," Econometric Theory, Cambridge University Press, vol. 22(5), pages 973-984, October.
  24. Mauro Ghinamo & Paolo Panteghini & Federico Revelli, 2010. "FDI determination and corporate tax competition in a volatile world," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(5), pages 532-555, October.
  25. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
  26. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
  27. Hanck, Christoph & Krämer, Walter, 2011. "The exact bias of s2 in linear panel regressions with spatial autocorrelation," Economics Letters, Elsevier, vol. 110(1), pages 67-70, January.
  28. Stephen Matthews & Daniel M. Parker, 2013. "Progress in Spatial Demography," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(10), pages 271-312.
  29. 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.
  30. Schanne, Norbert, 2012. "The formation of experts' expectations on labour markets : do they run with the pack?," IAB-Discussion Paper 201225, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  31. Gebremariam, Gebremeskel H. & Gebremedhin, Tesfa G. & Schaeffer, Peter V. & Phipps, Tim T. & Jackson, Randall W., 2007. "A Spatial Panel Simultaneous-Equations Model of Business Growth, Migration Behavior, Local Public Services and Household Income in Appalachia," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9895, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  32. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
  33. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
  34. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  35. Ana Angulo & Jesús Mur & Javier Trívez, 2013. "Forecasting heterogeneous regional data: the case of European employment," ERSA conference papers ersa13p953, European Regional Science Association.
  36. repec:esx:essedp:735 is not listed on IDEAS
  37. Anselin, Luc, 2007. "Spatial econometrics in RSUE: Retrospect and prospect," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 450-456, July.
  38. repec:asg:wpaper:1013 is not listed on IDEAS
  39. Andrew Grodner & Thomas J. Kniesner, 2008. "Labor supply with social interactions: econometric estimates and their tax policy implications," Research in Labor Economics, in: Work, Earnings and Other Aspects of the Employment Relation, pages 1-23, Emerald Group Publishing Limited.
  40. Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany.
  41. Han, Yonghui & Zhang, Fan & Huang, Liangxiong & Peng, Keming & Wang, Xianbin, 2021. "Does industrial upgrading promote eco-efficiency? ─A panel space estimation based on Chinese evidence," Energy Policy, Elsevier, vol. 154(C).
  42. Tony Smith & Ka Lee, 2012. "The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach," Journal of Geographical Systems, Springer, vol. 14(1), pages 91-124, January.
  43. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
  44. Daisuke Murakami & Yoshiki Yamagata, 2019. "Estimation of Gridded Population and GDP Scenarios with Spatially Explicit Statistical Downscaling," Sustainability, MDPI, vol. 11(7), pages 1-18, April.
  45. Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
  46. Song, Seuck Heun & Lee, Jaejun, 2008. "A note on S2 in a spatially correlated error components regression model for panel data," Economics Letters, Elsevier, vol. 101(1), pages 41-43, October.
  47. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  48. repec:asg:wpaper:1045 is not listed on IDEAS
  49. Bonanno, Alessandro & Lopez, Rigoberto A., 2012. "Wal-Mart's monopsony power in metro and non-metro labor markets," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 569-579.
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