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

Harry H Kelejian and Ingmar Prucha

The Journal of Real Estate Finance and Economics, 1998, vol. 17, issue 1, 99-121

Abstract: Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computationally simple procedure for estimating cross-sectional models that contain both of these characteristics. We also give formal large-sample results. Copyright 1998 by Kluwer Academic Publishers

Date: 1998
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Working Paper: A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances (1997) Downloads
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