A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
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.
|Date of creation:||Apr 1997|
|Date of revision:||Aug 1997|
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- Anselin, Luc, 1990. "Some robust approaches to testing and estimation in spatial econometrics," Regional Science and Urban Economics, Elsevier, vol. 20(2), pages 141-163, September.
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- Case, Anne C, 1991. "Spatial Patterns in Household Demand," Econometrica, Econometric Society, vol. 59(4), pages 953-65, July.
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