Spatial models with spatially lagged dependent variables and incomplete data |
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| Authors: | Harry H Kelejian Ingmar R Prucha |
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| Institution: | (1) Department of Economics, University of Maryland, College Park, MD 20742, USA |
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| Abstract: | The purpose of this paper is to suggest estimators for the parameters of spatial models containing a spatially lagged dependent
variable, as well as spatially lagged independent variables, and an incomplete data set. The specifications allow for nonstationarity,
and the disturbance process of the model is specified non-parametrically. We consider various scenarios concerning the pattern
of missing data points. One estimator we suggest is based on a smaller but complete subset of the sample; another is based
on a larger but incomplete subset of the sample. We give large sample results for both of these cases. |
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