Document Type

Article

Date

1-1-2011

Embargo Period

12-6-2011

Keywords

tbd

Disciplines

Economics

Description/Abstract

This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003) proposed for the cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model.

Additional Information

This manuscript is from the Social Science Research Network, for more information see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1805737#1675070

Source

Harvested from ssrn.com

Included in

Economics Commons

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