Exploiting Locally Exogeneous Variation in Spatial Data: Linear Regression with Many Small Units

Christopher W. Engh

Papers from arXiv.org

Abstract: This article shows how researchers can exploit \textit{locally exogeneous variation} even in the presence of endogeneity, autocorrelation, or spurious correlation. It describes the infill asymptotic properties of generalized least squares estimation with county-level data, Census tract-level data, and similar regional averages, including sufficient conditions for consistency, asymptotic normality, and valid inference.

Date: 2026-11
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