Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes

B-Tier
Journal: Regional Science and Urban Economics
Year: 2014
Volume: 46
Issue: C
Pages: 140-149

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical model specifications and corresponding estimation procedures will no longer be valid. In this paper we specify a reasonably general spatial panel data model which contains a spatially lagged dependent variable in terms of an endogenous weighting matrix.

Technical Details

RePEc Handle
repec:eee:regeco:v:46:y:2014:i:c:p:140-149
Journal Field
Urban
Author Count
2
Added to Database
2026-01-29