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Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
This paper studies the spatial autoregressive (SAR) model for cross sectional data when the true spatial e¤ect parameter is near unity. We decompose the data generating process into an unstable compon...
We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-auto...
We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain add...

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