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Citations for "Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances"

by Lung-fei Lee

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  1. 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.
  2. Badi H. Baltagi & Long Liu, 2011. "Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects," Center for Policy Research Working Papers 127, Center for Policy Research, Maxwell School, Syracuse University.
  3. 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.
  4. Fortin, Bernard & Yazbeck, Myra, 2015. "Peer effects, fast food consumption and adolescent weight gain," Journal of Health Economics, Elsevier, vol. 42(C), pages 125-138.
  5. 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.
  6. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
  7. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves & Lee, Lung-Fei, 2011. "Criminal Networks: Who is the Key Player?," Research Papers in Economics 2011:7, Stockholm University, Department of Economics.
  8. Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
  9. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series 294, Institute for Advanced Studies.
  10. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.
  11. Ryan R. Brady, 2007. "Measuring the diffusion of housing prices across space and over time," Departmental Working Papers 19, United States Naval Academy Department of Economics.
  12. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, vol. 159(1), pages 99-115, November.
  13. Cem Ertur & Wilfried Koch, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Post-Print halshs-00327641, HAL.
  14. Nicolas DEBARSY & Cem ERTUR, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," LEO Working Papers / DR LEO 2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  15. 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).
  16. Martens, Bobby J. & Florax, Raymond J.G.M. & Dooley, Frank J., 2005. "The Effect of Entry by Supercenter and Warehouse Club Retailers on Grocery Sales and Small Supermarkets: A Spatial Analysis," 2005 Annual meeting, July 24-27, Providence, RI 19176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  17. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
  18. 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.
  19. Roy, René & Thomassin, Paul J., 2014. "Estimating a Natural Capital Account for Agricultural Land," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170516, Agricultural and Applied Economics Association.
  20. repec:hal:wpaper:hal-00858174 is not listed on IDEAS
  21. Cheti Nicoletti & Birgitta Rabe, . "Sibling spillover effects in school achievement," Discussion Papers 16/02, Department of Economics, University of York.
  22. Julia Koschinsky & Nancy Lozano-Gracia & Gianfranco Piras, 2012. "The welfare benefit of a home’s location: an empirical comparison of spatial and non-spatial model estimates," Journal of Geographical Systems, Springer, vol. 14(3), pages 319-356, July.
  23. Peter M Robinson, 2009. "Developments in the Analysis of Spatial Data," STICERD - Econometrics Paper Series 531, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  24. eleonora patacchini & Yves Zenou & Xiaodong Liu, 2012. "Peer effects in education, sport and screen activities: local aggregate or local average?," 2012 Meeting Papers 1198, Society for Economic Dynamics.
  25. Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2007. "Identification of Peer Effects through Social Networks," Cahiers de recherche 0705, CIRPEE.
  26. Nicolas DEBARSY & Fei JIN & Lung-fei LEE, 2014. "Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI," LEO Working Papers / DR LEO 2244, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  27. Vincent Boucher & Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2014. "Do Peers Affect Student Achievement? Evidence From Canada Using Group Size Variation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 91-109, 01.
  28. 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.
  29. repec:esx:essedp:735 is not listed on IDEAS
  30. Hua Kiefer & Leonard Kiefer & Tom Mayock, 2016. "Should we Fear the Shadow? House Prices, Shadow Inventory, and the Nascent Housing Recovery," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 272-321, April.
  31. René Roy & Paul J. Thomassin, 2016. "Estimating a Natural Capital Account for Agricultural Land," CIRANO Working Papers 2016s-30, CIRANO.
  32. Olivetti, Claudia & Patacchini, Eleonora & Zenou, Yves, 2013. "Mothers, Friends and Gender Identity," IZA Discussion Papers 7704, Institute for the Study of Labor (IZA).
  33. Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris, 2014. "Spatial Aspects of Innovation Activity in the US," MPRA Paper 57861, University Library of Munich, Germany.
  34. 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.
  35. Álvarez, Inmaculada & Barbero, Javier, 2013. "Knowledge Spillovers in Neoclassical Growth Model: an extension with Public Sector," Working Papers in Economic Theory 2013/07, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
  36. Escobari, Diego & Lee, Sang-Yeob, 2012. "Demand shifting across flights and airports in a spatial competition model," MPRA Paper 38799, University Library of Munich, Germany.
  37. 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.
  38. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
  39. 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.
  40. Dorsey, Robert E. & Hu, Haixin & Mayer, Walter J. & Wang, Hui-chen, 2010. "Hedonic versus repeat-sales housing price indexes for measuring the recent boom-bust cycle," Journal of Housing Economics, Elsevier, vol. 19(2), pages 75-93, June.
  41. José-Antonio Monteiro & Madina Kukenova, 2009. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers 09-01, IRENE Institute of Economic Research.
  42. Tatsi, Eirini, 2015. "Endogenous Social Interactions: Which Peers Matter?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113168, Verein für Socialpolitik / German Economic Association.
  43. Raffaella SANTOLINI, 2007. "An Empitical Analysis of Political and Informative Trends on Municipalities of an Italian Region," Working Papers 294, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  44. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
  45. Peter Robinson, 2008. "Developments in the analysis of spatial data," LSE Research Online Documents on Economics 25473, London School of Economics and Political Science, LSE Library.
  46. Fanning, Jasper & Marsh, Thomas L., 2005. "Spatial Hedonic Analysis Of Veterinarian Income," 2005 Annual meeting, July 24-27, Providence, RI 19168, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  47. Peter Robinson, 2006. "Efficient estimation of the semiparametric spatial autoregressive model," CeMMAP working papers CWP08/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  48. repec:esx:essedp:772 is not listed on IDEAS
  49. 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.
  50. Mynbaev, Kairat, 2006. "Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model," MPRA Paper 4411, University Library of Munich, Germany.
  51. Lin, Xu & Lee, Lung-fei, 2010. "GMM estimation of spatial autoregressive models with unknown heteroskedasticity," Journal of Econometrics, Elsevier, vol. 157(1), pages 34-52, July.
  52. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer, 2012. "County-level determinants of local public services in Appalachia: a multivariate spatial autoregressive model approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 175-190, August.
  53. Frederik König, 2014. "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer, vol. 28(3), pages 233-262, August.
  54. Laschever, Ron A., 2013. "Keeping up with CEO Jones: Benchmarking and executive compensation," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 78-100.
  55. Patacchini, Eleonora & Rainone, Edoardo & Zenou, Yves, 2012. "Student Networks and Long-Run Educational Outcomes: The Strength of Strong Ties," CEPR Discussion Papers 9149, C.E.P.R. Discussion Papers.
  56. Lee, Lung-fei, 2007. "Identification and estimation of econometric models with group interactions, contextual factors and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 333-374, October.
  57. Nicoletti, Cheti & Salvanes, Kjell G. & Tominey, Emma, 2016. "The Family Peer Effect on Mothers' Labour Supply," IZA Discussion Papers 9927, Institute for the Study of Labor (IZA).
  58. Peter M Robinson, 2007. "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series 515, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  59. Nicolas Debarsy & Cem Ertur, 2006. "The European Enlargement Process and Regional Convergence Revisited: Spatial Effects Still Matter," ERSA conference papers ersa06p198, European Regional Science Association.
  60. Mynbaev, Kairat & Ullah, Aman, 2006. "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper 3318, University Library of Munich, Germany.
  61. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  62. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
  63. Zhang, Zhengyu & Tao, Ji, 2013. "Estimation of spatial autoregressive models with boundary specification problem," Economics Letters, Elsevier, vol. 118(1), pages 130-134.
  64. 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.
  65. Laura de Dominicis & Raymond J.G.M. Florax & Henri L.F. de Groot, 2013. "Regional clusters of innovative activity in Europe: are social capital and geographical proximity key determinants?," Applied Economics, Taylor & Francis Journals, vol. 45(17), pages 2325-2335, June.
  66. Gianfranco Piras & Paolo Postiglione & Patricio Aroca, 2012. "Specialization, R&D and productivity growth: evidence from EU regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 35-51, August.
  67. 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.
  68. 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.
  69. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "The relative efficiencies of various predictors in spatial econometric models containing spatial lags," Regional Science and Urban Economics, Elsevier, vol. 37(3), pages 363-374, May.
  70. Laura de Dominicis & Raymond J.G.M. Florax & Henri L.F. de Groot, 2011. "Regional Clusters of Innovative Activity in Europe: Are Social Capital and Geographical Proximity the Key Determinants?," Tinbergen Institute Discussion Papers 11-009/3, Tinbergen Institute.
  71. repec:gam:jecnmx:v:4:y:2016:i:1:p:6:d:63356 is not listed on IDEAS
  72. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  73. 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.
  74. KOCH, Wilfried, 2006. "Total Factor Productivity equation and development accounting: New evidence," LEG - Document de travail - Economie 2006-04, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
  75. Badi H. BALTAGI & Bernard FINGLETON & Alain PIROTTE, 2014. "Multilevel And Spillover Effects Estimated For Spatial Panel Data, With Application To English House Prices," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 25-36.
  76. Jeanty, P. Wilner & Ulimwengu, John Mususa, 2011. "Poverty rate and government income transfers: A spatial simultaneous equations approach," IFPRI discussion papers 1076, International Food Policy Research Institute (IFPRI).
  77. Lambert, Dayton M. & Griffin, Terry W., 2004. "Analysis Of Government Farm Subsidies On Farmland Cash Rental Rates Using A Fixed Effect Spatial Distributed Lag Model And A Translog Cost Model," 2004 Annual meeting, August 1-4, Denver, CO 19977, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  78. Xu, Wan & Khachatryan, Hayk, 2013. "The Impact of Integrated Pest Management Practices on U.S. National Nursery Industry Annul Sales Revenue: An Application of Smooth Transition Spatial Autoregressive Models," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142961, Southern Agricultural Economics Association.
  79. Bruno Wichmann, 2015. "Agents of Change and the Approximation of Network Outcomes: a Simulation Study," Networks and Spatial Economics, Springer, vol. 15(1), pages 17-41, March.
  80. 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.
  81. 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.
  82. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 6, February.
  83. Elena G. Irwin & P. Wilner Jeanty & Mark D. Partridge, 2014. "Amenity Values versus Land Constraints: The Spatial Effects of Natural Landscape Features on Housing Values," Land Economics, University of Wisconsin Press, vol. 90(1), pages 61-78.
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