Estimation of simultaneous systems of spatially interrelated cross sectional equations Export

@article{citeulike:4635943, abstract = {In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our specification incorporates spatial lags in the endogenous and exogenous variables. In modelling the disturbance process we allow for both spatial correlation as well as correlation across equations. The data set is taken to be a single cross section of observations. The model may be viewed as an extension of the widely used single equation Cliff-Ord model. We suggest computationally simple limited and full information instrumental variable estimators for the parameters of the system and give formal large sample results.}, author = {Kelejian, Harry H. and Prucha}, citeulike-article-id = {4635943}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/S0304-4076(03)00133-7}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0304-4076(03)00133-7}, doi = {10.1016/S0304-4076(03)00133-7}, issn = {03044076}, journal = {Journal of Econometrics}, keywords = {2sls, 3sls, dependence, econometrics, equation, estimation, generalized, gme, imultaneous, moments, spatial, system}, month = {February}, number = {1-2}, pages = {27--50}, posted-at = {2009-05-26 13:24:59}, priority = {2}, title = {Estimation of simultaneous systems of spatially interrelated cross sectional equations}, url = {http://dx.doi.org/10.1016/S0304-4076(03)00133-7}, volume = {118}, year = {2004} }

TY - JOUR ID - citeulike:4635943 L3 - citeulike-article-id:4635943 N2 - In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our specification incorporates spatial lags in the endogenous and exogenous variables. In modelling the disturbance process we allow for both spatial correlation as well as correlation across equations. The data set is taken to be a single cross section of observations. The model may be viewed as an extension of the widely used single equation Cliff-Ord model. We suggest computationally simple limited and full information instrumental variable estimators for the parameters of the system and give formal large sample results. IS - 1-2 JF - Journal of Econometrics SN - 03044076 EP - 50 TI - Estimation of simultaneous systems of spatially interrelated cross sectional equations VL - 118 SP - 27 KW - 2sls KW - 3sls KW - dependence KW - econometrics KW - equation KW - estimation KW - generalized KW - gme KW - imultaneous KW - moments KW - spatial KW - system AU - Kelejian, Harry AU - Prucha PY - 2004/02// UR - http://dx.doi.org/10.1016/S0304-4076(03)00133-7 ER -