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

  • Harry H. Kelejian
  • Ingmar R. Prucha


Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computationally simple procedure for estimating cross-sectional models that contain both of these characteristics. We also give formal large-sample results.

Spatial autoregressive model two-stage least squares generalized moments estimation 


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Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • Harry H. Kelejian
    • 1
  • Ingmar R. Prucha
    • 1
  1. 1.Department of EconomicsUniversity of MarylandCollege Park

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