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INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS
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References

  • 1988Spatial Econometrics: Methods and Models9,595 cited
  • 1974Spatial Interaction and the Statistical Analysis of Lattice Systems6,140 cited
  • 2000Financial Contagion3,393 cited
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  • 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances1,979 cited
  • 1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model1,478 cited
  • 1992Incumbent Behavior: Vote Seeking, Tax Setting and Yardstick Competition1,332 cited
  • 1993Budget spillovers and fiscal policy interdependence1,222 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 1998Financial Contagion Journal of Political Economy624 cited
  • 1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?476 cited
  • 2002Spatial Price Competition: A Semiparametric Approach448 cited
  • 1998Testing for Strategic Interaction Among Local Governments: The Case of Growth Controls389 cited
  • 2003Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances382 cited
  • 2000

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Applying the Generalized-Moments Estimation Approach to Spatial Problems Involving Micro-Level Data
349 cited
  • 2002CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS230 cited
  • Cited by

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    • 2009Spatial Hedonic Models114 cited
    • 2009Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models103 cited
    • 2010sphet : Spatial Models with Heteroskedastic Innovations in R96 cited
    • 2011Research Networks and Inventors' Mobility as Drivers of Innovation: Evidence from Europe91 cited
    • 2010Estimation of higher‐order spatial autoregressive cross‐section models with heteroscedastic disturbances89 cited
    • 2020CROSS‐SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET85 cited
    • 2013On spatial econometric models, spillover effects, and W82 cited
    • 2011Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects77 cited
    • 2013Linear Spatial Dependence Models for Cross-Section Data69 cited
    • 2007Galton's Problem as Multiple Network Autocorrelation Effects68 cited
    • 2013Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices67 cited
    • 2014Tax rate and tax base competition for foreign direct investment42 cited