A note on 2SLS estimation of the mixed regressive spatial autoregressive model

DOI10.1016/j.econlet.2015.06.007zbMath1364.62236OpenAlexW640759462MaRDI QIDQ529811

Long Liu

Publication date: 9 June 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.06.007

zbMATH Keywords

instrument variablesspatial lag modeltwo-stage least square

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30)

Related Items (1)

Spatial autoregressions with an extended parameter space and similarity-based weights

Cites Work

• Unnamed Item
• GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
• Estimation Methods for Models of Spatial Interaction
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

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