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Estimation of spatial ar models

โœ Scribed by Jiming Jiang

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1993
Tongue
English
Weight
449 KB
Volume
9
Category
Article
ISSN
0168-9673

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## SUMMARY We consider the estimation of a sample selection model that exhibits spatial autoregressive errors (SAE). Our methodology is motivated by a twoโ€step strategy where in the first step we estimate a spatial probit model and in the second step (outcome equation) we include an estimated inver