Generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
Generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances
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DOI：
10.1023/a:1007707430416
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发表时间：
1998-07-01
影响因子：
1.9
通讯作者：
Prucha, IR
中科院分区：
文献类型：
--
作者：
Kelejian, HH;Prucha, IR
横截面空间模型通常包含因变量的空间滞后作为回归变量或空间自回归的干扰项。在这篇文章中，我们描述了一个计算简单的程序来估计横截面模型，包含这两个特点。我们也给出了正式的大样本结果。
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.