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Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem

Citations

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Cited by:

  1. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.
  2. Marko Ogorevc & Miroslav VerbiÄ, 2013. "Ownership and wages: spatial econometric approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 5(2), pages 207-224.
  3. Sylvain Barde, 2008. "The spatial structure of French wages : Investigating the robustness of two-stage least squares estimations of spatial autoregressive models," SciencePo Working papers Main hal-01066157, HAL.
  4. Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
  5. Liu, Xiaodong & Lee, Lung-fei & Bollinger, Christopher R., 2010. "An efficient GMM estimator of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 159(2), pages 303-319, December.
  6. Basile, Roberto & Durbán, María & Mínguez, Román & María Montero, Jose & Mur, Jesús, 2014. "Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 229-245.
  7. Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020. "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(2), pages 153-172, April.
  8. Kazuhiko Kakamu & Hajime Wago, 2008. "Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood MethodsAn earlier version of this paper was presented at the 2007 Fall meeting of Japa," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(3), pages 305-319.
  9. Agostini, Claudio A. & Brown, Philip H. & Zhang, Xiaobo, 2010. "Neighbor effects in the provision of public goods in a young democracy: Evidence from China," IFPRI discussion papers 1027, International Food Policy Research Institute (IFPRI).
  10. Christian Helmers & Manasa Patnam, 2014. "Does the rotten child spoil his companion? Spatial peer effects among children in rural India," Quantitative Economics, Econometric Society, vol. 5, pages 67-121, March.
  11. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
  12. repec:asg:wpaper:1013 is not listed on IDEAS
  13. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014. "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 101(C), pages 78-102.
  14. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
  15. Di Fang & Timothy J. Richards, 2018. "New Maize Variety Adoption in Mozambique: A Spatial Approach," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(3), pages 469-488, September.
  16. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
  17. repec:hal:wpspec:info:hdl:2441/6159 is not listed on IDEAS
  18. Bivand, Roger & Piras, Gianfranco, 2015. "Comparing Implementations of Estimation Methods for Spatial Econometrics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i18).
  19. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  20. Théophile AZOMAHOU, 2001. "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA 2001-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  21. Estanislau, Patricia & Goebel, Márcio Alberto & Staduto, Jefferson Andronio Ramundo & Kreter, Ana Cecília, 2021. "Spatial distribution of agricultural farms led by women in Brazil," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 59(3), January.
  22. Christian Helmers & Manasa Patnam, 2014. "Does the rotten child spoil his companion? Spatial peer effects among children in rural India," Quantitative Economics, Econometric Society, vol. 5, pages 67-121, 03.
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