SPATIAL LAGS AND SPATIAL ERRORS REVISITED: SOME MONTE CARLO EVIDENCE

Robin Dubin

A chapter in Spatial and Spatiotemporal Econometrics, 2004, pp 75-98 from Emerald Group Publishing Limited

Abstract: From a theoretical point of view, a spatial econometric model can contain both a spatially lagged dependent variable (spatial lag) and a spatially autocorrelated error term (spatial error). However, such models are rarely used in practice. This is because (assuming a lattice model approach is used for both the spatial lag and spatial error) the model is difficult to estimate1unless the weight matrices are different for the spatial lag and the spatial error.

Date: 2004
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.101 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.101 ... d&utm_campaign=repec (application/pdf)
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(04)18002-x

DOI: 10.1016/S0731-9053(04)18002-X

Access Statistics for this chapter

More chapters in Advances in Econometrics from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().