OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version [PDF]
We find the asymptotic distribution of the OLS estimator of the parameters $% \beta$ and $\rho$ in the mixed spatial model with exogenous regressors $% Y_n=X_n\beta+\rho W_nY_n+V_n$.
Mynbaev, Kairat
core
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