Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran · Econometrica · 2006 · 4.8K citations

Social Sciences, Biostatistics, Economics +17

Spatial Processes, Models and Applications

Luc Anselin, Andrew Cliff, J. Keith Ord · Economic Geography · 1983 · 2.7K citations

Computing, Geography, Urban Planning +12

A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Harry H. Kelejian, Ingmar R. Prucha · The Journal of Real Estate Finance and Economics · 1998 · 1.9K citations

Computing, Geoinformatics, Spatial Analysis +13

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

Harry H. Kelejian, Ingmar R. Prucha · International Economic Review · 1999 · 1.5K citations

Computing, Geoinformatics, Spatial Analysis +16

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

Harry H. Kelejian, Ingmar R. Prucha · Journal of Econometrics · 2009 · 1.1K citations

Computing, Economics, Econometrics +11