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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. Nicoletti, Cheti & Salvanes, Kjell G. & Tominey, Emma, 2016. "The Family Peer Effect on Mothers´ Labour Supply," Discussion Paper Series in Economics 7/2016, Department of Economics, Norwegian School of Economics.
  2. Bernard Fortin & Myra Yazbeck, 2011. "Peer Effects, Fast Food Consumption and Adolescent Weight Gain," CIRANO Working Papers 2011s-20, CIRANO.
  3. Boucher, Vincent & Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2010. "Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation," IZA Discussion Papers 4723, Institute for the Study of Labor (IZA).
  4. 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.
  5. 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.
  6. 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.
  7. Cheti Nicoletti & Birgitta Rabe, 2016. "Sibling spillover effects in school achievement," Discussion Papers 16/02, Department of Economics, University of York.
  8. Elhorst, J. Paul, 2010. "Dynamic panels with endogenous interaction effects when T is small," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 272-282, September.
  9. 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.
  10. 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.
  11. Drivas, Kyriakos & Economidou, Claire & Karkalakos, Sotiris, 2014. "Spatial Aspects of Innovation Activity in the US," MPRA Paper 57861, University Library of Munich, Germany.
  12. 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.
  13. Xu Lin, 2010. "Identifying Peer Effects in Student Academic Achievement by Spatial Autoregressive Models with Group Unobservables," Journal of Labor Economics, University of Chicago Press, vol. 28(4), pages 825-860, October.
  14. Gupta, Abhimanyu & Robinson, Peter M, 2013. "Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters," Economics Discussion Papers 8987, University of Essex, Department of Economics.
  15. 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.
  16. 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.
  17. 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.
  18. Zhang, Zhengyu & Tao, Ji, 2013. "Estimation of spatial autoregressive models with boundary specification problem," Economics Letters, Elsevier, vol. 118(1), pages 130-134.
  19. 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.
  20. 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.
  21. 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.
  22. 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).
  23. David M. Drukker & Ingmar Prucha & Rafal Raciborski, 2013. "Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances," Stata Journal, StataCorp LP, vol. 13(2), pages 221-241, June.
  24. Frederik König, 2014. "Reciprocal social influence on investment decisions: behavioral evidence from a group of mutual fund managers," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(3), pages 233-262, August.
  25. 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.
  26. 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.
  27. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2011. "Peer Effects in Education, Sport, and Screen Activities: Local Aggregate or Local Average?," CEPR Discussion Papers 8477, C.E.P.R. Discussion Papers.
  28. 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.
  29. repec:esx:essedp:772 is not listed on IDEAS
  30. repec:hal:wpaper:hal-00858174 is not listed on IDEAS
  31. Olivetti, Claudia & Patacchini, Eleonora & Zenou, Yves, 2013. "Mothers, Friends and Gender Identity," IZA Discussion Papers 7704, Institute for the Study of Labor (IZA).
  32. 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.
  33. 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.
  34. Gupta, Abhimanyu, 2015. "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers 15617, University of Essex, Department of Economics.
  35. 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.
  36. 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.
  37. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  38. 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.
  39. Cem ERTUR & Wilfried KOCH, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," LEO Working Papers / DR LEO 160, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  40. 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.
  41. Baltagi, Badi H. & Liu, Long, 2011. "Instrumental variable estimation of a spatial autoregressive panel model with random effects," Economics Letters, Elsevier, vol. 111(2), pages 135-137, May.
  42. 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).
  43. Diego Escobari & Sang-Yeob Lee, 2012. "Demand shifting across flights and airports in a spatial competition model," Letters in Spatial and Resource Sciences, Springer, vol. 5(3), pages 175-183, October.
  44. 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.
  45. Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2008. "The EU's attitude towards Eastern Enlargement in space," Journal of Comparative Economics, Elsevier, vol. 36(1), pages 142-156, March.
  46. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer, 2006. "County-level Determinants of local Public Services in Appalachia: A Multivariate Spatial Autoregressive Model Approach," Working Papers Working Paper 2006-09, Regional Research Institute, West Virginia University.
  47. Roger Bivand & Gianfranco Piras, 2013. "Comparing Implementations of Estimation Methods for Spatial Econometrics," Working Papers Working Paper 2013-01, Regional Research Institute, West Virginia University.
  48. 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.
  49. 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.
  50. Stephen Matthews & Daniel M. Parker, 2013. "Progress in Spatial Demography," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(10), pages 271312-2713, February.
  51. 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.
  52. Hagen, Tobias & Mohl, Philipp, 2009. "Econometric evaluation of EU Cohesion Policy: a survey," ZEW Discussion Papers 09-052, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  53. Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2007. "Identification of Peer Effects through Social Networks," IZA Discussion Papers 2652, Institute for the Study of Labor (IZA).
  54. Nicolas Debarsy & Cem Ertur, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," Working Papers halshs-01278545, HAL.
  55. 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.
  56. 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.
  57. 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).
  58. Mynbaev, Kairat, 2006. "Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model," MPRA Paper 4411, University Library of Munich, Germany.
  59. 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.
  60. repec:gam:jecnmx:v:4:y:2016:i:1:p:6:d:63356 is not listed on IDEAS
  61. 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.
  62. 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.
  63. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  64. Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde, 2005. "Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors," CESifo Working Paper Series 1558, CESifo Group Munich.
  65. 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.
  66. 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).
  67. Yueqin Wu & Yan Sun, 2017. "Shrinkage estimation of the linear model with spatial interaction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 51-68, January.
  68. repec:esx:essedp:735 is not listed on IDEAS
  69. 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.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. 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.
  75. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
  76. 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.
  77. 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.
  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. 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.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
  88. 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).
  89. Zaghdoudi, Taha, 2016. "spanel: le package R pour l’estimation des données de panel spatiale
    [spanel: an R package to estimate the spatial panel data]
    ," MPRA Paper 72673, University Library of Munich, Germany.
  90. René Roy & Paul J. Thomassin, 2016. "Estimating a Natural Capital Account for Agricultural Land," CIRANO Working Papers 2016s-30, CIRANO.
  91. 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.
  92. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
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