articleJournal of EconometricsOct 31, 2009Closed access

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances

HHHarry H. KelejianIRIngmar R. Prucha

University of Maryland, College Park

PubMed
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Topics & keywords

Topics
Keywords
  • Heteroscedasticity
  • Autoregressive model
  • Estimator
  • Econometrics
  • Mathematics
  • STAR model
  • SETAR
  • Statistics
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