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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

Authors: Xiaodong Liu

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

Authors: Harry Kelejian | Gianfranco Piras

Exploratory Approaches, Parametric Estimation and Inference

OTHER published 22 June 2006 in Statistical Methods in Spatial Epidemiology

Authors: Andrew B. Lawson

Reexamination of the Limited-Information Maximum Likelihood Estimation

BOOK CHAPTER published 1998 in Econometric Advances in Spatial Modelling and Methodology

Authors: Yoshio Kimura | Hitoshi Kondo

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

Authors: Harry Kelejian | Gianfranco Piras