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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. 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).
  2. Cem ERTUR & Wilfried KOCH, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Working Papers 160, Orleans Economic Laboratorys, University of Orleans.
  3. 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.
  4. 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.
  5. Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper Series 75_12, The Rimini Centre for Economic Analysis.
  6. 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.
  7. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  8. Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2007. "Identification of Peer Effects through Social Networks," Cahiers de recherche 0705, CIRPEE.
  9. Vincent Boucher & Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2010. "Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation," Cahiers de recherche 1007, CIRPEE.
  10. 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.
  11. 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.
  12. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 376-411, May.
  13. repec:ese:iserwp:2014-40 is not listed on IDEAS
  14. Lee, Lung-Fei & Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2011. "Criminal Networks: Who is the Key Player?," CEPR Discussion Papers 8185, C.E.P.R. Discussion Papers.
  15. 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.
  16. 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.
  17. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 11569, University Library of Munich, Germany, revised Nov 2008.
  18. Bernard Fortin & Myra Yazbeck, 2011. "Peer Effects, Fast Food Consumption and Adolescent Weight Gain," Cahiers de recherche 1103, CIRPEE.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. Kyriakos Drivas & Claire Economidou & Sotiris Karkalakos, 2014. "Spatial Aspects of Innovation Activity in the US," Journal of the Knowledge Economy, Springer, vol. 5(3), pages 464-480, September.
  30. Nicolas Debarsy & Fei Jin & Lung-Fei Lee, 2013. "Large sample properties of the matrix exponential spatial specification with an application to FDI," Working Papers hal-00858174, HAL.
  31. Robinson, P.M., 2010. "Efficient estimation of the semiparametric spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 157(1), pages 6-17, July.
  32. 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.
  33. Abhimanyu Gupta & Peter M. Robinson, 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.
  34. 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.
  35. Mynbaev, Kairat, 2006. "Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model," MPRA Paper 4411, University Library of Munich, Germany.
  36. 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.
  37. Zhang, Zhengyu & Tao, Ji, 2013. "Estimation of spatial autoregressive models with boundary specification problem," Economics Letters, Elsevier, vol. 118(1), pages 130-134.
  38. 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.
  39. 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.
  40. 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.
  41. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  42. 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.
  43. 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.
  44. 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.
  45. 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).
  46. 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.
  47. 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.
  48. 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).
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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).
  54. 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.
  55. Claudia Olivetti & Eleonora Patacchini & Yves Zenou, 2013. "Mothers, Friends and Gender Identity," NBER Working Papers 19610, National Bureau of Economic Research, Inc.
  56. 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.
  57. 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.
  58. 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.
  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. Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr, 2013. "Spatial spillovers in the development of institutions," Journal of Development Economics, Elsevier, vol. 101(C), pages 297-315.
  61. 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.
  62. 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).
  63. 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.
  64. 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.
  65. 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.
  66. 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.
  67. 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.
  68. Liu, Xiaodong & Patacchini, Eleonora & Zenou, Yves, 2013. "Peer Effects: Social Multiplier or Social Norms?," CEPR Discussion Papers 9366, C.E.P.R. Discussion Papers.
  69. 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.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. Nicoletti, Cheti & Rabe, Birgitta, 2014. "Sibling Spillover Effects in School Achievement," IZA Discussion Papers 8615, Institute for the Study of Labor (IZA).
  75. 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.
  76. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.