References

[Aka74]

Hirotugu Akaike. A new look at the statistical model identification. IEEE transactions on automatic control, 19(6):716–723, 1974.

[Ans88]

Luc Anselin. Spatial Econometrics: Methods and Models. Kluwer, Dordrecht, 1988.

[Ans11]

Luc Anselin. GMM estimation of spatial error autocorrelation with and without heteroskedasticity. Technical Report, GeoDa Center for Geospatial Analysis and Computation, 2011.

[AA21]

Luc Anselin and Pedro Amaral. Endogenous spatial regimes. ():, 2021. URL: https://www.researchgate.net/publication/353411566_Endogenous_Spatial_Regimes.

[ABFY96]

Luc Anselin, Anil K Bera, Raymond Florax, and Mann J Yoon. Simple diagnostic tests for spatial dependence. Regional science and urban economics, 26(1):77–104, 1996.

[AK97]

Luc Anselin and Harry H Kelejian. Testing for spatial error autocorrelation in the presence of endogenous regressors. International Regional Science Review, 20(1-2):153–182, 1997.

[ADKP10]

Irani Arraiz, David M. Drukker, Harry H. Kelejian, and Ingmar R. Prucha. A spatial Cliff-Ord-type model with heteroskedastic innovations: Small and large sample results. Journal of Regional Science, 50(2):592–614, 2010. doi:10.1111/j.1467-9787.2009.00618.x.

[BKW05]

David A Belsley, Edwin Kuh, and Roy E Welsch. Regression diagnostics: Identifying influential data and sources of collinearity. Volume 571. John Wiley & Sons, 2005.

[BP79]

Trevor S Breusch and Adrian R Pagan. A simple test for heteroscedasticity and random coefficient variation. Econometrica: Journal of the Econometric Society, pages 1287–1294, 1979.

[CO81]

A. D. Cliff and J. K. Ord. Spatial processes: models and applications. Pion, London, 1981.

[DEP13]

David M Drukker, Peter Egger, and Ingmar R Prucha. On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors. Econometric Reviews, 32(5-6):686–733, 2013.

[DPR13]

David M. Drukker, Ingmar R. Prucha, and Rafal Raciborski. A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables. The Stata Journal, 13(2):287–301, 2013. URL: https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203.

[Elh03]

J. Paul Elhorst. Specification and estimation of spatial panel data models. International Regional Science Review, 26(3):244–268, 2003. doi:10.1177/0160017603253791.

[Gre03]

William H Greene. Econometric analysis. Pearson Education India, 2003.

[JB80]

Carlos M Jarque and Anil K Bera. Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economics letters, 6(3):255–259, 1980.

[KKP07]

M Kapoor, H H Kelejian, and I R Prucha. Panel data models with spatially correlated error components. Journal of Econometrics, 140:97–130, 2007.

[KP99]

H H Kelejian and I R Prucha. A generalized moments estimator for the autoregressive parameter in a spatial model. Int. Econ. Rev., 40:509–534, 1999.

[KP98]

Harry H Kelejian and Ingmar R Prucha. A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. J. Real Estate Fin. Econ., 17(1):99–121, 1998.

[KP01]

Harry H. Kelejian and Ingmar R. Prucha. On the asymptotic distribution of the moran i test statistic with applications. Journal of Econometrics, 104(2):219 – 257, 2001. URL: http://www.sciencedirect.com/science/article/pii/S0304407601000641, doi:http://dx.doi.org/10.1016/S0304-4076(01)00064-1.

[KBJ82]

Roger Koenker and Gilbert Bassett Jr. Robust tests for heteroscedasticity based on regression quantiles. Econometrica: Journal of the Econometric Society, pages 43–61, 1982.

[McM92]

Daniel P. McMillen. Probit with spatial autocorrelation. Journal of Regional Science, 32(3):335–348, 1992. URL: https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x, arXiv:https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9787.1992.tb00190.x, doi:10.1111/j.1467-9787.1992.tb00190.x.

[PS98]

Joris Pinkse and Margaret E Slade. Contracting in space: an application of spatial statistics to discrete-choice models. Journal of Econometrics, 85(1):125–154, 1998.

[Pin04]

Joris Pinske. Moran-flavored tests with nuisance parameters: examples. In L. Anselin, R. J. G. M. Florax, and S. J. Rey, editors, Advances in Spatial Econometrics: Methodology, Tools and Applications, pages 67–77. Springer, Berlin, 2004.

[S+78]

Gideon Schwarz and others. Estimating the dimension of a model. The annals of statistics, 6(2):461–464, 1978.

[Whi80]

Halbert White. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica: Journal of the Econometric Society, pages 817–838, 1980.