Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
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DOI: 10.1016/j.jeconom.2016.04.019
Abstract: This paper investigates a simultaneous equations spatial autoregressive model which incorporates simultaneity effects, own-variable spatial lags and cross-variable spatial lags as explanatory variables, and allows for correlation between disturbances across equations. In exposition, we also… read more here.
Keywords: equations spatial; identification qml; estimation; simultaneous equations ... See more keywords