Estimation Problems in Models with Spatial Weighting Matrices Which Have Blocks of Equal Elements
By Harry H. Kelejian, Ingmar R. Prucha, Yevgeny Yuzefovich. 2006
73 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Environmental Engineering
View Paper: https://www.semanticscholar.org/paper/73cbf367d81701155c7b23ddb13fbdd442649bb4
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Citations in the corpus
- Dynamic spatial panels: models, methods, and inferences (2012, unknown): “By contrast, in a panel data setting, this spatial weights matrix causes no problems, provided that time-period effects are not included (see Kelejian and Prucha 2002; Kelejian et al. 2006).”
- Global corruption and the shadow economy: spatial aspects (2014, methodology): “In order to obtain consistent estimates in the presence of spatial dynamics, a number of estimation techniques have been employed, including instrumental variables (IV) (Kelejian et al. 2006; Kelejian and Prucha 1998), maximum likelihood estimation (MLE), and general method of moments (GMM) (Conley ”
- Human Capital Spillovers, Productivity and Regional Convergence in Spain (2009, unknown): “One advantage of ML procedures over the Instrumental Variables/Generalized Method of Moments (IV/GMM) proposed by Kelejian et al. (2006) is that the latter usually have to include spatially lagged independent variables, a requirement that would not allow us to test the influence of spatial…”
- Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters (2015, unknown): “(5.2) This model extends that of Kelejian, Prucha, and Yuzefovich (2006), and was employed by Yuzefovich (2003).”