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A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Citations

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Cited by:

  1. Dasgupta, Susmita & Hossain, Md. Moqbul & Huq, Mainul & Wheeler, David, 2018. "Climate Change, Salinization and High-Yield Rice Production in Coastal Bangladesh," Agricultural and Resource Economics Review, Cambridge University Press, vol. 47(1), pages 66-89, April.
  2. Rainald Borck & Marco Caliendo & Viktor Steiner, 2007. "Fiscal Competition and the Composition of Public Spending: Theory and Evidence," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 63(2), pages 264-277, June.
  3. Silveira Santos, Luís & Proença, Isabel, 2019. "The inversion of the spatial lag operator in binary choice models: Fast computation and a closed formula approximation," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 74-102.
  4. Buonanno, Paolo & Plevani, Giacomo & Puca, Marcello, 2023. "Earthquake hazard and civic capital," European Journal of Political Economy, Elsevier, vol. 78(C).
  5. Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2020. "Treatment Effects With Heterogeneous Externalities," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 826-838, October.
  6. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers 22487, East Asian Bureau of Economic Research.
  7. Petersen, Julian & Hess, Sebastian, "undated". "Der Wettbewerb Um Rohmilch In Deutschland: Hat Das Bundeskartellamt Recht?," 58th Annual Conference, Kiel, Germany, September 12-14, 2018 275894, German Association of Agricultural Economists (GEWISOLA).
  8. Francesco Vidoli, 2026. "The Geography of Impact: Endogenous Spatial Clustering for Difference-in-Differences Estimation," Working Papers 2601, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2026.
  9. Zhengyu Zhang & Pingfang Zhu, 2010. "A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 155-184, May.
  10. Sandy Fréret & Denis Maguain, 2017. "The effects of agglomeration on tax competition: evidence from a two-regime spatial panel model on French data," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(6), pages 1100-1140, December.
  11. Rosa Bernardini Papalia & Enrico Ciavolino, 2015. "Developing a composite index by using spatial latent modelling based on information theoretic estimation," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 989-997, May.
  12. Wang, Jianda & Lyu, Weijian & Chen, Xi & Yang, Senmiao & Dong, Xiucheng, 2024. "Navigating total-factor carbon emission efficiency in the digital era: A case study from industry structure, environmental regulations, and trade spillover," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 260-277.
  13. 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.
  14. 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.
  15. Sole-Olle, Albert, 2006. "Expenditure spillovers and fiscal interactions: Empirical evidence from local governments in Spain," Journal of Urban Economics, Elsevier, vol. 59(1), pages 32-53, January.
  16. Ivo Bischoff & Stefan Krabel, 2017. "Local taxes and political influence: evidence from locally dominant firms in German municipalities," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(2), pages 313-337, April.
  17. Daisuke Ichinose & Masashi Yamamoto & Yuichiro Yoshida, 2013. "Bayesian Estimation of the Decoupling of Affluence and Waste Discharge under Spatial Correlation : Do Richer Communities Discharge More Waste?," IDEC DP2 Series 3-10, Hiroshima University, Graduate School for International Development and Cooperation (IDEC).
  18. Christopher Higgins & Pavlos Kanaroglou, 2018. "Rapid transit, transit-oriented development, and the contextual sensitivity of land value uplift in Toronto," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2197-2225, August.
  19. 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.
  20. Thomas H. Klier & Daniel P. McMillen, 2005. "Clustering of auto supplier plants in the U.S.: GMM spatial logit for large samples," Working Paper Series WP-05-18, Federal Reserve Bank of Chicago.
  21. Bernard Fingleton, 2000. "Spatial Econometrics, Economic Geography, Dynamics and Equilibrium: A ‘Third Way’?," Environment and Planning A, , vol. 32(8), pages 1481-1498, August.
  22. Roberto Basile & Alessandro Girardi & Marianna Mantuano & Francesco Pastore, 2012. "Sectoral shifts, diversification and regional unemployment: evidence from local labour systems in Italy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(4), pages 525-544, November.
  23. Miguel Flores & Eduardo Rodriguez-Oreggia, 2014. "Spillover Effects on Homicides across Mexican Municipalities: A Spatial Regime Model Approach," The Review of Regional Studies, Southern Regional Science Association, vol. 44(3), pages 241-262, Winter.
  24. Robinson, Peter M. & Rossi, Francesca, 2012. "Improved tests for spatial correlation," MPRA Paper 41835, University Library of Munich, Germany.
  25. Tanaka, Kiyoyasu & Hashiguchi, Yoshihiro, 2015. "Agglomeration effects of informal sector: evidence from Cambodia," IDE Discussion Papers 495, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  26. Kristien Werck & Bruno Heyndels & Benny Geys, 2008. "The impact of ‘central places’ on spatial spending patterns: evidence from Flemish local government cultural expenditures," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 32(1), pages 35-58, March.
  27. Abhimanyu Gupta & Xi Qu & Sorawoot Srisuma & Jiajun Zhang, 2025. "Wald inference on varying coefficients," Papers 2502.03084, arXiv.org, revised Jan 2026.
  28. Adugna Lemi & Liyan Liu & Ian A. Wright, 2021. "Location choice determinants of Chinese and US firms in Africa: Does spatial interdependence play a role?," The World Economy, Wiley Blackwell, vol. 44(10), pages 2966-2997, October.
  29. Fredriksson, Per G. & List, John A. & Millimet, Daniel L., 2004. "Chasing the smokestack: strategic policymaking with multiple instruments," Regional Science and Urban Economics, Elsevier, vol. 34(4), pages 387-410, July.
  30. Kristian Behrens & Cem Ertur & Wilfried Koch, 2012. "‘Dual’ Gravity: Using Spatial Econometrics To Control For Multilateral Resistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 773-794, August.
  31. Jülide Yildirim & Nadir Öcal, 2016. "Military expenditures, economic growth and spatial spillovers," Defence and Peace Economics, Taylor & Francis Journals, vol. 27(1), pages 87-104, February.
  32. Monchuk, Daniel C. & Miranowski, John A., 2003. "Spatial Labor Markets And Technology Spillovers - Analysis From Us Midwest," 2003 Annual meeting, July 27-30, Montreal, Canada 22250, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  33. Mathieu Lambotte & Sandrine Mathy & Anna Risch & Carole Treibich, 2022. "Spreading active transportation: peer effects and key players in the workplace," Post-Print hal-03702684, HAL.
  34. Jeanty, P. Wilner & Ulimwengu, John M., 2011. "Poverty rate and government income transfers: A spatial simultaneous equations approach," IFPRI discussion papers 1076, International Food Policy Research Institute (IFPRI).
  35. David M. Cutler & J. Travis Donahoe, 2024. "Addiction, Thick Market Externalities, and the Persistence of the Opioid Epidemic," NBER Working Papers 32055, National Bureau of Economic Research, Inc.
  36. Juergen Deppner & Marcelo Cajias, 2024. "Accounting for Spatial Autocorrelation in Algorithm-Driven Hedonic Models: A Spatial Cross-Validation Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 235-273, February.
  37. Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," AMSE Working Papers 2038, Aix-Marseille School of Economics, France.
  38. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  39. Sanying Feng & Tiejun Tong & Sung Nok Chiu, 2023. "Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model," Mathematics, MDPI, vol. 11(22), pages 1-19, November.
  40. Matthieu Leprince & Sonia Paty & Emmanuelle Reulier, 2005. "Choix d'imposition et interactions spatiales entre collectivités locales. Un test sur les départements français," Recherches économiques de Louvain, De Boeck Université, vol. 71(1), pages 67-93.
  41. Jan Jacobs & Jenny Ligthart & Hendrik Vrijburg, 2010. "Consumption tax competition among governments: Evidence from the United States," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(3), pages 271-294, June.
  42. Yihua Yu & Jing Wang & Xi Tian, 2016. "Identifying the Flypaper Effect in the Presence of Spatial Dependence: Evidence from Education in China's Counties," Growth and Change, Wiley Blackwell, vol. 47(1), pages 93-110, March.
  43. Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone, 2014. "Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities," EIEF Working Papers Series 1407, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2014.
  44. Gary Cornwall & Beau Sauley, 2021. "Indirect effects and causal inference: reconsidering regression discontinuity," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-28, December.
  45. Li, Kunpeng & Lin, Wei, 2024. "Threshold spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 244(1).
  46. Christoph Strumann, 2019. "Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 141-168, January.
  47. Elena Semerikova & Giuseppe Arbia & Andreas Nastansky, 2025. "A Two-Step Procedure for Estimating Spatial Error Quantile Regression Models," Networks and Spatial Economics, Springer, vol. 25(4), pages 1013-1038, December.
  48. Luis Orea & Inmaculada C. Alvarez & Tooraj Jamasb, 2018. "A Spatial Stochastic Frontier Model with Omitted Variables: Electricity Distribution in Norway," The Energy Journal, , vol. 39(3), pages 93-116, May.
  49. S. Wong & C. Yiu & K. Chau, 2013. "Trading Volume-Induced Spatial Autocorrelation in Real Estate Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 596-608, May.
  50. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
  51. Wu, Xiaoyu & Cutter, Bowman, 2011. "Who votes for public environmental goods in California?: Evidence from a spatial analysis of voting for environmental ballot measures," Ecological Economics, Elsevier, vol. 70(3), pages 554-563, January.
  52. Cletus C. Coughlin & Thomas A. Garrett & Rubén Hernández-Murillo, 2007. "Spatial Dependence in Models of State Fiscal Policy Convergence," Public Finance Review, , vol. 35(3), pages 361-384, May.
  53. Mauricio Rodrigo Talassino and Marcos Herrera, 2019. "Impacto de los efectos espaciales en la convergencia regional. Análisis departamental para la Argentina," Working Papers 20, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
  54. Lu, Yin & Tao, Chunbai & Wang, Di & Uddin, Gazi Salah & Wu, Libo & Zhu, Xuening, 2025. "Robust estimation for dynamic spatial autoregression models with nearly optimal rates," Journal of Econometrics, Elsevier, vol. 251(C).
  55. T. Randall Fortenbery & Steven C. Deller & Lindsay Amiel, 2013. "The Location Decisions of Biodiesel Refineries," Land Economics, University of Wisconsin Press, vol. 89(1), pages 118-136.
  56. Justin George & Todd Sandler, 2021. "EU Demand for Defense, 1990–2019: A Strategic Spatial Approach," Games, MDPI, vol. 12(1), pages 1-18, February.
  57. Pavlyuk, Dmitry, 2012. "Maximum Likelihood Estimator for Spatial Stochastic Frontier Models," MPRA Paper 43390, University Library of Munich, Germany.
  58. Simon Loretz & Padraig Moore, 2013. "Corporate tax competition between firms," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(5), pages 725-752, October.
  59. Luisa Alamá-Sabater & Teresa Fernández-Núñez & Miguel Ángel Márquez & Javier Salinas-Jimenez, 2020. "Do Countries with Similar Levels of Corruption Compete to Attract Foreign Investment? Evidence Using World Panel Data," Sustainability, MDPI, vol. 12(15), pages 1-15, July.
  60. Cassette, Aurélie & Paty, Sonia, 2006. "La concurrence fiscale entre communes est-elle plus intense en milieu urbain qu’en milieu rural ?," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 78.
  61. Donner, Herman & Song, Han-Suck & Wilhelmsson, Mats, 2016. "Forced sales and their impact on real estate prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 60-68.
  62. Yu, Haijing & Shen, Shaowei & Han, Lei & Ouyang, Jian, 2024. "Spatiotemporal heterogeneities in the impact of the digital economy on carbon emission transfers in China," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  63. Reinhold Kosfeld & Hans-Friedrich Eckey & Christian Dreger, 2006. "Regional productivity and income convergence in the unified Germany, 1992-2000," Regional Studies, Taylor & Francis Journals, vol. 40(7), pages 755-767.
  64. Jonas Ngouhouo-Poufoun & Sabine Chaupain-Guillot & Youba Ndiaye & Denis Jean Sonwa & Kevin Yana Njabo & Philippe Delacote, 2024. "Cocoa, livelihoods, and deforestation within the Tridom landscape in the Congo Basin: A spatial analysis," PLOS ONE, Public Library of Science, vol. 19(6), pages 1-29, June.
  65. Lim, Krisha & Wichmann, Bruno & Luckert, Martin, 2021. "Adaptation, spatial effects, and targeting: Evidence from Africa and Asia," World Development, Elsevier, vol. 139(C).
  66. Zhou, Bin (Brenda) & Kockelman, Kara M., 2009. "Predicting the distribution of households and employment: a seemingly unrelated regression model with two spatial processes," Journal of Transport Geography, Elsevier, vol. 17(5), pages 369-376.
  67. Robert Garthoff & Philipp Otto, 2017. "Control charts for multivariate spatial autoregressive models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(1), pages 67-94, January.
  68. Sebastian Langer, 2019. "Expenditure interactions between municipalities and the role of agglomeration forces: a spatial analysis for North Rhine-Westphalia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(3), pages 497-527, June.
  69. Firgo, Matthias & Pennerstorfer, Dieter & Weiss, Christoph R., 2015. "Centrality and pricing in spatially differentiated markets: The case of gasoline," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 81-90.
  70. Wukki Kim & Todd Sandler & Hirofumi Shimizu, 2024. "An expanded investigation of alliance security free riding," Global Policy, London School of Economics and Political Science, vol. 15(4), pages 570-582, September.
  71. He Jiang, 2023. "Robust forecasting in spatial autoregressive model with total variation regularization," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 195-211, March.
  72. Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 21-45.
  73. P. Buonanno & G. Prarolo & P. Vanin, 2014. "Organized Crime and Electoral Outcomes in Sicily," Working Papers wp965, Dipartimento Scienze Economiche, Universita' di Bologna.
  74. Stefan Borsky & Paul A. Raschky, 2011. "A Spatial Econometric Analysis of Compliance with an International Environmental Agreement on Open Access Resources," Working Papers 2011-10, Faculty of Economics and Statistics, Universität Innsbruck.
  75. Richards, Timothy J. & Acharya, Ram N. & Kagan, Albert, 2008. "Spatial competition and market power in banking," Journal of Economics and Business, Elsevier, vol. 60(5), pages 436-454.
  76. repec:rri:wpaper:200711 is not listed on IDEAS
  77. Terrence M. Clauretie & Nasser Daneshvary, 2009. "Estimating the House Foreclosure Discount Corrected for Spatial Price Interdependence and Endogeneity of Marketing Time," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(1), pages 43-67, March.
  78. Gibbons, Steve & Overman, Henry G. & Patacchini, Eleonora, 2015. "Spatial Methods," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 115-168, Elsevier.
  79. Arthur Lewbel & Xi Qu & Xun Tang, 2022. "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics 1056, Boston College Department of Economics.
  80. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
  81. John V. Winters, 2011. "Teacher Salaries and Teacher Unions: A Spatial Econometric Approach," ILR Review, Cornell University, ILR School, vol. 64(4), pages 747-764, July.
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  83. Iman Cheratian & Saleh Goltabar & Carla Daniela Calá, 2021. "Spatial drivers of firm entry in Iran," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 463-496, April.
  84. Frank Bannor & Isaiah Hubert Magambo & Jugal Mahabir & Jeanluc Mubenga Tshitaka, 2023. "Interdependence between climate change and migration: Does agriculture, geography, and development level matter in sub‐Saharan Africa?," South African Journal of Economics, Economic Society of South Africa, vol. 91(2), pages 141-160, June.
  85. Philipp Steinbrunner & Marina Di Giacomo & Wolfgang Nagl, 2026. "Trump digs votes: the role of Trump’s coal campaign in the 2016 presidential election," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 75(2), pages 1-66, June.
  86. Fei Jin & Lung-fei Lee, 2013. "Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments," Econometrics, MDPI, vol. 1(1), pages 1-44, May.
  87. Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2016. "A spatial autoregressive panel model to analyze road network spillovers on production," Transportation Research Part A: Policy and Practice, Elsevier, vol. 93(C), pages 83-92.
  88. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
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  90. Wang, Xiaoqing & Jin, Wenxin & Qin, Meng & Su, Chi-Wei & Umar, Muhammad, 2024. "Pushing forward the deployment of renewable energy: Do cross-national spillovers of policy instruments matter?," Energy, Elsevier, vol. 301(C).
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  92. Harald Badinger & Werner Muller & Gabriele Tondl, 2004. "Regional Convergence in the European Union, 1985- 1999: A Spatial Dynamic Panel Analysis," Regional Studies, Taylor & Francis Journals, vol. 38(3), pages 241-253.
  93. Revelli Federico, 2002. "Neighborhood effects in social service provision. Competition or reflection?," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200206, University of Turin.
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  95. Emilie Caldeira & Martial Foucault & Gregoire Rota-Graziosi, 2015. "Decentralization in Africa and the nature of local governments’ competition: evidence from Benin," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(6), pages 1048-1076, December.
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  121. Wei Cheng, 2022. "Productivity spillovers in endogenous coauthor networks," Empirical Economics, Springer, vol. 63(6), pages 3159-3183, December.
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  123. Sebastain Awondo & Harris Hollans & Lawrence Powell & Chip Wade, 2023. "Estimating the effects of wind loss mitigation on home value," Southern Economic Journal, John Wiley & Sons, vol. 90(1), pages 71-89, July.
  124. Luan Marca & Luis Fernando Tavares Vieira Braga & Adelar Fochezatto & Augusto Mussi Alvim, 2026. "Spatial dynamics of gross domestic product per capita in Brazilian municipalities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 75(1), pages 1-30, March.
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  129. Huang, Wei, 2019. "Forest condition change, tenure reform, and government-funded eco-environmental programs in Northeast China," Forest Policy and Economics, Elsevier, vol. 98(C), pages 67-74.
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  175. B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2011. "We Move into Distinguished Company," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(2), pages 133-138.
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  198. Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer & Tim Phipps & Randall Jackson, 2007. "A Spatial Model of Regional Variations in Business Growth in Appalachian States," Working Papers Working Paper 2007-09, Regional Research Institute, West Virginia University.
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