Article ID Journal Published Year Pages File Type
5060358 Economics Letters 2013 5 Pages PDF
Abstract
► Impact of boundary specification problem upon IV estimation of the SAR model is examined. ► IV estimator remains consistent but incurs an asymptotic bias with the boundary problem. ► IV based inferential procedure remains promising even with the boundary problem.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Estimation of spatial autoregressive models with boundary specification problem
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