2SLS and OLS in a spatial autoregressive model with equal spatial weights

被引：58

作者：

Kelejian, HH ^{[1
]}

Prucha, IR ^{[1
]}

机构：

[1] Univ Maryland, Dept Econ, College Pk, MD 20742 USA

来源：

REGIONAL SCIENCE AND URBAN ECONOMICS | 2002年 / 32卷 / 06期

基金：

美国国家科学基金会;

关键词：

spatial autoregressive models; row normalized and equal spatial weights; ordinary least squares; two stage least squares; panel data;

D O I：

10.1016/S0166-0462(02)00003-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The paper considers a Cliff-Ord type spatial model with a spatially lagged dependent variable and a row normalized weighting matrix with equal weights. We show that the 2SLS and OLS estimators are inconsistent unless panel data are available. The weighting matrix in question is one which would naturally be considered if all units are neighbors to each other, and there is no other reasonable or observable measure of distance between them. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：691 / 707

页数：17

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