A suggested method of estimation for spatial interdependent models with autocorrelated errors,and an application to a county expenditure model |
| |
| Authors: | Harry H. Kelejian Dennis P. Robinson |
| |
| Affiliation: | (1) Department of Economics, University of Maryland, 20742 College Park, Maryland, USA;(2) Institute for Water Resources, U.S. Army Corps of Engineers, 22060 Fort Belvoir, Virginia, USA |
| |
| Abstract: | The purpose of this paper is two-fold. First, we describe an estimation procedure that should be useful for spatial models which contain interactions between the dependent variables and autocorrelated error terms. Second, we apply that procedure to a spatial model relating to county police expenditures. Our estimation procedure does not require the specification of the error distribution, and its computational burden is modest. Large sample results are given. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
