Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments
Year of publication: |
2013
|
---|---|
Authors: | Jin, Fei ; Lee, Lung-fei |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 1.2013, 1, p. 71-114
|
Publisher: |
Basel : MDPI |
Subject: | spatial autoregressive | spatial error | 2SLS | endogenous regressor | instrumental variable selection |
-
Jin, Fei, (2013)
-
Jin, Fei, (2013)
-
Munasib, Abdul B. A., (2008)
- More ...
-
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei, (2013)
-
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei, (2015)
-
Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
Jin, Fei, (2012)
- More ...