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Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Journal of Econometrics · 2009 · Vol. 157(1) · pp. 53–67
Harry H. Kelejian(University of Maryland, College Park)Ingmar R. Prucha✉(University of Maryland, College Park)
Spatial and Panel Data AnalysisEconomic and Environmental ValuationFiscal Policy and Economic GrowthHeteroscedasticityAutoregressive modelEstimatorEconometricsMathematicsSTAR modelSETARStatisticsInferenceAutoregressive integrated moving average
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
The Review of Economics and Statistics · 1998 · 5,934 citations
Introduction to Statistical Time Series
Technometrics · 1978 · 4,319 citations
ON STATIONARY PROCESSES IN THE PLANE
Biometrika · 1954 · 1,483 citations
Peer Effects with Random Assignment: Results for Dartmouth Roommates
The Quarterly Journal of Economics · 2001 · 1,829 citations
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