Estimating spatial models with endogenous variables, a spatial lag and spatially dependent disturbances : ﬁnite sample properties

By J. Le Gallo, Bernard Fingleton. 2008

269 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0428f539f6c389b917a33f6c5c5f184735862e0d

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In Economics and Econometrics

Citations in the corpus

Thirty years of spatial econometrics (2010, background): “The spatial econometric aspects of estimating and specification testing in origin-destination flow models that incorporate spatial correlation are explored by Chun (2008); Fischer and Griffith (2008); LeSage and Pace (2008); LeSage and Polasek (2008); and Griffith (2009), among others.”
A two-step estimator for a spatial lag model of counts: Theory, small sample performance and an application☆ (2010, methodology): “The experimental design closely follows the format frequently applied in the analysis of spatial regression models and model selection procedures (e.g., in Florax et al., 2003; Kelejian and Prucha, 2007; Fingleton and LeGallo, 2008).”
The Incidence of EU Per-Hectare Payments on Farmland Rental Rates: A Spatial Econometric Analysis of German Farm-Level Data (2011, unknown): “Foster et al. (2008) report smaller values than 0.”
Large Panels with Common Factors and Spatial Correlation (2011, methodology): “Under these conditions, using results in Ibragimov and Müller (2010), it is easy to show that it is still valid to base inference on ̂MG and its robust variance estimator given by (10).”
Research Networks and Inventors' Mobility as Drivers of Innovation: Evidence from Europe (2013, unknown): “Moreover, the need to estimate the spatial lag and error model simultaneously will make the use of the technique cumbersome, if not impossible (F ingleton and L e G allo , 2008 ).”
Where is the Economics in Spatial Econometrics (2012, methodology): “Y = 0 + WY +X 1+Z + u+ e (41) whereW is an N N matrix with G groups/areas each containing wj individuals so that PG j=1wj = N and Z is a (N q )matrix of contextual variables dening group characteristics.”