Near Unit Root in the Spatial Autoregressive Model
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- Ruud, Paul A., 2000. "An Introduction to Classical Econometric Theory," OUP Catalogue, Oxford University Press, number 9780195111644.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2014.
"Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices,"
Journal of Urban Economics,
Elsevier, vol. 80(C), pages 76-86.
- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2013. "Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices," Center for Policy Research Working Papers 161, Center for Policy Research, Maxwell School, Syracuse University.
- Liu, Long, 2015. "A note on 2SLS estimation of the mixed regressive spatial autoregressive model," Economics Letters, Elsevier, vol. 134(C), pages 49-52.
- Yang, Kai & Lee, Lung-fei, 2017. "Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 196(1), pages 196-214.
- Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, vol. 194(2), pages 369-382.
- Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," LSE Research Online Documents on Economics 67151, London School of Economics and Political Science, LSE Library.
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