An Extension of the J-Test to a Spatial Panel Data Framework von Kelejian, Harry H., Piras, Gianfranco

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An extension of Kelejian's J-test for non-nested spatial models von Kelejian, Harry H., Piras, Gianfranco

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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances von Kelejian, Harry H., Prucha, Ingmar R.

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On the asymptotic distribution of the Moran I test statistic with applications von H. Kelejian, Harry, Prucha, Ingmar R.

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Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes von Kelejian, Harry H., Piras, Gianfranco

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A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model von Kelejian, Harry H., Prucha, Ingmar R.

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Panel data models with spatially correlated error components von Kapoor, Mudit, Kelejian, Harry H., Prucha, Ingmar R.

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Causal factors of terrorist attacks on countries, and corresponding spill-overs between them von Kelejian, Harry H., Mukerji, Purba

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Spatial spillovers in the development of institutions von Kelejian, Harry H., Murrell, Peter, Shepotylo, Oleksandr

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HAC estimation in a spatial framework von Kelejian, Harry H., Prucha, Ingmar R.

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A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS von Arraiz, Irani, Drukker, David M., Kelejian, Harry H., Prucha, Ingmar R.

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The relative efficiencies of various predictors in spatial econometric models containing spatial lags von Kelejian, Harry H., Prucha, Ingmar R.

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Important overlooked IVs in spatial models von Kelejian, Harry H., Piras, Gianfranco

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Does high frequency algorithmic trading matter for non-AT investors? von Kelejian, Harry H., Mukerji, Purba

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Estimation of simultaneous systems of spatially interrelated cross sectional equations von Kelejian, Harry H., Prucha, Ingmar R.

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A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence von Kelejian, Harry H., Piras, Gianfranco

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Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis von Kelejian, Harry H.

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Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regressors von Anselin, Luc, Kelejian, Harry H.

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A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances von Kelejian, Harry H, Prucha, Ingmar R

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Omitted factors and spatial lags in the dependent variable von Kelejian, Harry H.

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