2008•SSRN Electronic JournalOpen access

Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Harry H. Kelejian, Ingmar R. Prucha

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Key concepts: Autoregressive model, STAR model, SETAR, Heteroscedasticity, Econometrics, Estimation, Nonlinear autoregressive exogenous model, Autoregressive integrated moving average

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Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances — Research Paper | ScholarLens