IDEAS home Printed from https://ideas.repec.org/a/eee/paresc/v87y2008i3p319-340.html

Estimating spatial models with endogenous variables, a spatial lag and spatially dependent disturbances: Finite sample properties

Author

Listed:
  • Fingleton, Bernard
  • Le Gallo, Julie

Abstract

This paper discusses estimation methods for models including an endogenous spatial lag, additional endogenous variables due to system feedback and an autoregressive or a moving average error process. It extends Kelejian and Prucha's, and Fingleton and Le Gallo's feasible generalized spatial two†stage least squares estimators and also considers HAC estimation in a spatial framework as suggested by Kelejian and Prucha. An empirical example using real estate data illustrating the different estimators is proposed. The finite sample properties of the estimators are finally investigated by means of Monte Carlo simulation.

Suggested Citation

Handle: RePEc:eee:paresc:v:87:y:2008:i:3:p:319-340
DOI: 10.1111/j.1435-5957.2008.00187.x
as

Download full text from publisher

File URL: http://www.sciencedirect.com/science/article/pii/S1056819023014550
Download Restriction: Full text for ScienceDirect subscribers only
File URL: https://libkey.io/10.1111/j.1435-5957.2008.00187.x?utm_source=ideas
LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
---><---

As the access to this document is restricted, you may want to

for a different version of it.

More about this item

Keywords

;
;
;
;
;
;
;
;
;
;

JEL classification:

  • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
  • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
  • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
  • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

Statistics

Access and download statistics

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:paresc:v:87:y:2008:i:3:p:319-340. See general information about how to correct material in RePEc.

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

We have no bibliographic references for this item. You can help adding them by using this form .

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.sciencedirect.com/journal/papers-in-regional-science .

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.