Estimation of simultaneous systems of spatially interrelated cross sectional equations
Estimation of simultaneous systems of spatially interrelated cross sectional equations
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DOI：
10.1016/s0304-4076(03)00133-7
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发表时间：
2004-01-01
影响因子：
6.3
通讯作者：
Prucha, IR
中科院分区：
文献类型：
--
作者：
Kelejian, HH;Prucha, IR
本文考虑一个空间上相互关联的横截面方程的联立方程组。我们的规范包含了内源性和外源性变量的空间滞后。在对扰动过程进行建模时，我们考虑了空间相关和跨方程的相关。数据集被认为是观测值的单个横截面。该模型可以看作是广泛使用的单方程Cliff-Ord模型的扩展。我们建议计算简单的有限和全信息工具变量估计系统的参数，并给出正式的大样本结果。(C) 2003 Elsevier B.V.版权所有
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our specification incorporates spatial lags in the endogenous and exogenous variables. In modelling the disturbance process we allow for both spatial correlation as well as correlation across equations. The data set is taken to be a single cross section of observations. The model may be viewed as an extension of the widely used single equation Cliff-Ord model. We suggest computationally simple limited and full information instrumental variable estimators for the parameters of the system and give formal large sample results. (C) 2003 Elsevier B.V. All rights reserved.