On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
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Publication:5080587
DOI10.1080/07474938.2013.741020zbMATH Open1491.62205OpenAlexW1999854284MaRDI QIDQ5080587FDOQ5080587
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Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2013.741020
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Cited In (23)
- 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
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Parameter estimation and inference with spatial lags and cointegration
- Estimation of spatial autoregressions with stochastic weight matrices
- GMM inference in spatial autoregressive models
- Welfare gains of the poor: an endogenous Bayesian approach with spatial random effects
- Semiparametric estimation of censored spatial 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
- Panel threshold spatial Durbin models with individual fixed effects
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
- Testing a linear relationship in varying coefficient spatial autoregressive models
- Variable selection of partially linear varying coefficient spatial autoregressive model
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- Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
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