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QML and GMM Estimation of SAR Models with Dominant Units BOOK CHAPTER published November 2023 in Spatial Econometrics |
The 2SLS and GMM Estimation and Tests of SAR Models BOOK CHAPTER published November 2023 in Spatial Econometrics |
Statistical Estimation and Testing: ML and QML Methods BOOK CHAPTER published November 2023 in Spatial Econometrics |
GMM identification and estimation of peer effects in a system of simultaneous equations JOURNAL ARTICLE published December 2020 in Journal of Spatial Econometrics |
EL and GEL Estimation and Tests BOOK CHAPTER published November 2023 in Spatial Econometrics |
Spatial Models: Basic Issues * *Basic texts in spatial analysis and econometrics are Cliff and Ord (1973, 1981), Anselin (1988), and Cressie (1993). More recent texts and compilations are Anselin and Florax (1995b), Anselin et al. (2004), Anselin and Rey (2014), LeSage and Pace (2004, 2009), Elhorst (2014), and Arbia (2006, 2014). See also a nice overview of spatial models, and the development of spatial econometrics by Anselin (2002, 2009) and Anselin and Bera (1998). BOOK CHAPTER published 2017 in Spatial Econometrics |
Exploratory Approaches, Parametric Estimation and Inference OTHER published 22 June 2006 in Statistical Methods in Spatial Epidemiology |
Reexamination of the Limited-Information Maximum Likelihood Estimation BOOK CHAPTER published 1998 in Econometric Advances in Spatial Modelling and Methodology |
HAC Estimation of VC Matrices * *Some important studies relating to the nonparametric estimation of VC matrices are White (1980), Newey and West (1987), Gallant and White (1988), Andrews (1991), Pötscher and Prucha (1997, Chapter 12), and de Jong and Davidson (2000). Contributions directly dealing with spatial issues are Driscoll and Kraay (1998), Pinkse et al. (2002), Conley and Dupor (2003), Kelejian and Prucha (2007a), and Kim and Sun (2011). Applications can be found in Anselin and Lozano-Gracia (2008), Fingleton and Le Gallo (2008), Piras et al. (2012), and Kelejian and Piras (2014), among many others. BOOK CHAPTER published 2017 in Spatial Econometrics |