Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes

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On spatial econometric models, spillover effects, and W (2013, methodology): “However, no previous study has considered the SLX model and parameterizing W and it is notable that this specification captures bootlegging even without making the model dynamic, as in Debarsy et al. (2012), Kelejian and Piras (2012), and Elhorst (2013).”
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity (2018, background): “Next, observe that S2 = ∑T t=1 ∑n i=1 2 (∑i−1 j=1 uitujtcij,tt + ∑t−1 s=1 ∑n j=1 uitujscij,ts ) (44)”
The Slx Model (2015, methodology): “12For example, LeSage and Pace (2009) provide details on the ML and Bayesian methods and Kelejian and Prucha (1998, 1999, 2010) and Kelejian et al. (2004) on IV/GMM estimators. 13Lacombe and Lesage (2013) also reserve the term “spillover effects” to refer to spillovers resulting from an observable e”
R&D Networks: Theory, Empirics, and Policy Implications (2019, unknown): “To deal with this issue, we run a two-stage IV estimation as in Kelejian and Piras (2014), where, in the ﬁrst stage, we obtain a predicted R&D alliance matrix based on predetermined dyadic characteristics, and in the second stage, we employ the IV strategy explained above using IVs constructed with…”