Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/91002
Authors: 
Carvalho, Alexandre Xavier Ywata
Albuquerque, Pedro Henrique Melo
Year of Publication: 
2010
Series/Report no.: 
Texto para Discussão, Instituto de Pesquisa Econômica Aplicada (IPEA) 1508
Abstract (Translated): 
This paper presents a discussion on several econometric models for estimating parametric models in the presence of spatial dependence with cross-section data. Initially, we cover models for spatial dependence with spatial lags of the response variable and spatial lags of the residues, and estimation is accomplished by maximum likelihood. A critical analysis for these models is also presented, followed by a discussion on tests for spatial dependence. Finally, we present a discussion no more robust estimation methods, allowing for endogeneity in some of the explanatory variables.
JEL: 
C21
R15
Document Type: 
Working Paper

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