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Citations for "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models"

by Lung-Fei Lee

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  1. Kristian Behrens & Frédéric Robert-Nicoud, 2008. "Survival of the fittest in cities: agglomeration, selection, and polarisation," LSE Research Online Documents on Economics 28506, London School of Economics and Political Science, LSE Library.
  2. Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 4847, CESifo Group Munich.
  3. Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper Series 05_13, The Rimini Centre for Economic Analysis.
  4. Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
  5. Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Working Papers 04-2009, Singapore Management University, School of Economics.
  6. Jolejole-Foreman, Maria Christina & Mallory, Mindy L. & Baylis, Katherine R., 2013. "Impact of Wheat and Rice Export Ban on Indian Market Integration," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150595, Agricultural and Applied Economics Association.
  7. 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.
  8. M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo Group Munich.
  9. Fossen, Frank M. & Freier, Ronny & Martin, Thorsten, 2014. "Race to the debt trap? Spatial econometric evidence on debt in German municipalities," Discussion Papers 2014/1, Free University Berlin, School of Business & Economics.
  10. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  11. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  12. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
  13. Madsen, Edith & Mulalic, Ismir & Pilegaard, Ninette, 2013. "A model for estimation of the demand for on-street parking," MPRA Paper 52301, University Library of Munich, Germany.
  14. Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 148(2), pages 377-402, June.
  15. Cem Ertur & Wilfried Koch, 2011. "A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions," Journal of Economic Growth, Springer, vol. 16(3), pages 215-255, September.
  16. Behrens, Kristian & Thisse, Jacques-Francois, 2007. "Regional economics: A new economic geography perspective," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 457-465, July.
  17. Lung-fei Lee & Jihai Yu, 2012. "The C(α)-type gradient test for spatial dependence in spatial autoregressive models," Letters in Spatial and Resource Sciences, Springer, vol. 5(3), pages 119-135, October.
  18. Conley, Timothy G. & Molinari, Francesca, 2007. "Spatial correlation robust inference with errors in location or distance," Journal of Econometrics, Elsevier, vol. 140(1), pages 76-96, September.
  19. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100632, Verein für Socialpolitik / German Economic Association.
  20. Harald Badinger & Peter Egger, 2008. "Horizontal versus Vertical Interdependence in Multinational Activity," CESifo Working Paper Series 2327, CESifo Group Munich.
  21. Peter M. Robinson & Francesca Rossi, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, 02.
  22. Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
  23. Le Gallo, Julie & Fingleton, Bernard, 2012. "Measurement errors in a spatial context," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 114-125.
  24. Peter M Robinson & Francesca Rossi, 2013. "Improved Tests for Spatial Correlation," STICERD - Econometrics Paper Series /2013/565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  25. Peter M. Robinson & Francesca Rossi, 2013. "Improved tests for spatial correlation," LSE Research Online Documents on Economics 58092, London School of Economics and Political Science, LSE Library.
  26. repec:asg:wpaper:1013 is not listed on IDEAS
  27. Badi H. Baltagi & Zhenlin Yang, 2013. "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 103-134, 02.
  28. Abhimanyu Gupta & M. Robinson, 2013. "Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters," Economics Discussion Papers 735, University of Essex, Department of Economics.
  29. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo Group Munich.
  30. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
  31. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
  32. Gibbons, Steve & Overman, Henry G & Patacchini, Eleonora, 2014. "Spatial Methods," CEPR Discussion Papers 10135, C.E.P.R. Discussion Papers.
  33. William C. Horrace & Xiaodong Liu & Eleonora Patacchini, 2014. "Endogenous Network Production Functions with Selectivity," Center for Policy Research Working Papers 168, Center for Policy Research, Maxwell School, Syracuse University.
  34. Paul Elhorst & Solmaria Halleck Vega, 2013. "On spatial econometric models, spillover effects, and W," ERSA conference papers ersa13p222, European Regional Science Association.
  35. Li, Hongfei & Calder, Catherine A. & Cressie, Noel, 2012. "One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 68-84.
  36. Pinkse, Joris & Shen, Lihong & Slade, Margaret, 2007. "A central limit theorem for endogenous locations and complex spatial interactions," Journal of Econometrics, Elsevier, vol. 140(1), pages 215-225, September.
  37. Peter Robinson, 2008. "Large-sample inference on spatial dependence," CeMMAP working papers CWP29/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  38. Théophile Azomahou, 2008. "Minimum distance estimation of the spatial panel autoregressive model," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 2(1), pages 49-83, April.
  39. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  40. Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009. "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers 113, Center for Policy Research, Maxwell School, Syracuse University.
  41. S Holly & M Hashem Pesaran & T Yamagata, . "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
  42. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  43. Guo, Penghui & Liu, Lihu, 2011. "Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification," MPRA Paper 38050, University Library of Munich, Germany, revised Apr 2012.
  44. Baltagi, Badi H. & Liu, Long, 2009. "Spatial lag test with equal weights," Economics Letters, Elsevier, vol. 104(2), pages 81-82, August.
  45. Shang, Qingyan & Poon, Jessie P.H. & Yue, Qingtang, 2012. "The role of regional knowledge spillovers on China's innovation," China Economic Review, Elsevier, vol. 23(4), pages 1164-1175.
  46. Peter M. Robinson & Francesca Rossi, 2014. "Improved Lagrange multiplier tests in spatial autoregressions," LSE Research Online Documents on Economics 56049, London School of Economics and Political Science, LSE Library.
  47. 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.
  48. Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013. "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Papers 2013-10-14, Working Paper.
  49. Elena Kotyrlo, 2014. "Space-Time Dynamics of Fertility and Commuting," ERSA conference papers ersa14p293, European Regional Science Association.
  50. Jungyoon Lee & Peter M. Robinson, 2013. "Series estimation under cross-sectional dependence," LSE Research Online Documents on Economics 58188, London School of Economics and Political Science, LSE Library.
  51. Vicente Rios Ibañez, 2014. "What drives regional unemployment convergence?," ERSA conference papers ersa14p924, European Regional Science Association.
  52. Peter Robinson, 2008. "Large-sample inference on spatial dependence," LSE Research Online Documents on Economics 25472, London School of Economics and Political Science, LSE Library.
  53. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  54. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  55. repec:dgr:uvatin:20140107 is not listed on IDEAS
  56. Kristian Behrens & Cem Ertur & Wilfried Koch, 2007. "Dual' gravity: Using spatial econometrics to control for multilateral resistance," CIRJE F-Series CIRJE-F-501, CIRJE, Faculty of Economics, University of Tokyo.
  57. Ariane Manuela AMIN & Johanna Choumert, 2013. "Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis," Working Papers halshs-00799175, HAL.
  58. Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2014. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers hal-01069198, HAL.
  59. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  60. Juan Jung, 2012. "Externalities and Absorptive Capacity in a context of Spatial Dependence: The case of European Regions," Documentos de Trabajo (working papers) 2212, Department of Economics - dECON.
  61. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
  62. Cem ERTUR & Wilfried KOCH, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Working Papers 160, Orleans Economic Laboratorys, University of Orleans.
  63. Harry H. Kelejian & Gianfranco Piras, 2013. "Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes," Working Papers Working Paper 2013-02, Regional Research Institute, West Virginia University.
  64. Debarsy, Nicolas & Ertur, Cem, 2010. "Testing for spatial autocorrelation in a fixed effects panel data model," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 453-470, November.
  65. 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, February.
  66. Smirnov, Oleg A. & Egan, Kevin J., 2012. "Spatial random utility model with an application to recreation demand," Economic Modelling, Elsevier, vol. 29(1), pages 72-78.
  67. Peter M. Robinson, 2007. "Efficient estimation of the semiparametric spatial autoregressive model," LSE Research Online Documents on Economics 4535, London School of Economics and Political Science, LSE Library.
  68. Miguel A. Delgado & Peter M Robinson, 2013. "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series /2013/568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  69. Harry Kelejian & Peter Murrell & Oleksandr Shepotylo, 2007. "Spatial Spillovers in the Development of Institutions," Electronic Working Papers 07-001, University of Maryland, Department of Economics.
  70. Grant Hillier & Federico Martellosio, 2013. "Properties of the maximum likelihood estimator in spacial autoregressive models," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  71. Jenish, Nazgul, 2012. "Nonparametric spatial regression under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 167(1), pages 224-239.
  72. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," Investigaciones Regionales, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  73. Smirnov, Oleg A., 2010. "Modeling spatial discrete choice," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 292-298, September.
  74. Harald Badinger & Peter Egger, 2008. "Intra- and Inter-Industry Productivity Spillovers in OECD Manufacturing: A Spatial Econometric Perspective," CESifo Working Paper Series 2181, CESifo Group Munich.
  75. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
  76. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
  77. J. Paul Elhorst & Katarina Zigova, 2011. "Evidence of Competition in Research Activity among Economic Department using Spatial Econometric Techniques," Working Paper Series of the Department of Economics, University of Konstanz 2011-04, Department of Economics, University of Konstanz.
  78. Daniel Arribas-Bel & Julia Koschinsky & Pedro Amaral, 2012. "Improving the multi-dimensional comparison of simulation results: a spatial visualization approach," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 55-63, July.
  79. repec:rri:wpaper:201302 is not listed on IDEAS
  80. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, July.
  81. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  82. Harald Badinger & Peter Egger, 2008. "GM Estimation of Higher-Order Spatial Autoregressive Processes in Cross-Section Models with Heteroskedastic Disturbances," CESifo Working Paper Series 2356, CESifo Group Munich.
  83. Zhang, Xiang & Zheng, Yanbing, 2012. "A note on spatial–temporal lattice modeling and maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2145-2155.
  84. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
  85. Irani Arraiz & David M. Drukker & Harry H. Kelejian & Ingmar R. Prucha, 2008. "A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results," CESifo Working Paper Series 2485, CESifo Group Munich.
  86. Ertur, C. & Musolesi, A., 2013. "Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion," Working Papers 2013-09, Grenoble Applied Economics Laboratory (GAEL).
  87. Nicolas Debarsy & Cem Ertur, 2009. "Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model," Post-Print halshs-00414133, HAL.
  88. Cem Ertur & Wilfried Koch, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Post-Print halshs-00327641, HAL.
  89. Baltagi, Badi H. & Yang, Zhenlin, 2013. "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 725-739.
  90. Baltagi, Badi H. & Liu, Long, 2010. "Spurious spatial regression with equal weights," Statistics & Probability Letters, Elsevier, vol. 80(21-22), pages 1640-1642, November.
  91. Miguel A. Delgado & Peter M. Robinson, 2013. "Non-nested testing of spatial correlation," LSE Research Online Documents on Economics 58169, London School of Economics and Political Science, LSE Library.
  92. Jacobs, Jan & Samarina, Anna & Heijnen, Pim & Elhorst, Paul, 2013. "State transfers at different moments in time: A spatial probit approach," Research Report 13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  93. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
  94. 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.
  95. Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
  96. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  97. Jin, Fei & Lee, Lung-fei, 2012. "Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 446-458.
  98. Supachoke Thawornkaiwong & Bodin Civilize & Thiti Khatphitthaya, 2011. "Growth Management for Thailand: the Role of Infratructure," Working Papers 2011-05, Economic Research Department, Bank of Thailand.
  99. Lee, Lung-fei, 2007. "The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 140(1), pages 155-189, September.
  100. Jungyoon Lee & Peter M Robinson, 2013. "Series Estimation under Cross-sectional Dependence," STICERD - Econometrics Paper Series /2013/570, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  101. Mynbaev, Kairat T., 2010. "Asymptotic distribution of the OLS estimator for a mixed spatial model," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 733-748, March.
  102. Cem Ertur & Antonio Musolesi, 2014. "Dépendance individuelle forte et faible : une analyse en données de panel de la diffusion internationale de la technologie," Working Papers halshs-01015208, HAL.
  103. Harry H. Kelejian & Ingmar R. Prucha, 2008. "Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 2448, CESifo Group Munich.
  104. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  105. M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print peer-00796743, HAL.
  106. Gianfranco Piras & Paolo Postiglione & Patricio Aroca, 2012. "Specialization, R&D and productivity growth: evidence from EU regions," The Annals of Regional Science, Springer, vol. 49(1), pages 35-51, August.
  107. Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer, vol. 47(2), pages 269-310, October.
  108. repec:asg:wpaper:1045 is not listed on IDEAS
  109. Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro, 2012. "Spatial spillovers from FDI agglomeration : evidence from the Yangtze River Delta in China," IDE Discussion Papers 354, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  110. David Drukker, 2009. "Introduction to spatial-autoregressive models using Stata," Italian Stata Users' Group Meetings 2009 05, Stata Users Group.
  111. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
  112. Wang, Luya & Li, Kunpeng & Wang, Zhengwei, 2014. "Quasi maximum likelihood estimation for simultaneous spatial autoregressive models," MPRA Paper 59901, University Library of Munich, Germany.
  113. Nejat Anbarci & Eric Floehr & Jungmin Lee & Joon Jin Song, 2008. "Economic Bias of Weather Forecasting: A Spatial Modeling Approach," Economics Series 2008_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  114. Kelley Pace, R. & LeSage, James P., 2008. "A spatial Hausman test," Economics Letters, Elsevier, vol. 101(3), pages 282-284, December.
  115. 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.
  116. 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.
  117. Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
  118. 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.
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