On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
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Cites work
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- scientific article; zbMATH DE number 2222812 (Why is no real title available?)
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Cited in
(23)- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- Spatial semiparametric model with endogenous regressors
- Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
- GMM inference in spatial autoregressive models
- Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
- Fixed effects spatial panel data models with time-varying spatial dependence
- Panel threshold spatial Durbin models with individual fixed effects
- Estimation of simultaneous systems of spatially interrelated cross sectional equations.
- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
- Semiparametric estimation of censored spatial autoregressive models
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
- Variable selection of partially linear varying coefficient spatial autoregressive model
- Parameter estimation and inference with spatial lags and cointegration
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Estimation of spatial autoregressions with stochastic weight matrices
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Welfare gains of the poor: an endogenous Bayesian approach with spatial random effects
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
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