a Center for Policy Research, 426 Eggers Hall, Syracuse University, Syracuse, NY 13244-1020, United States
b Department of Economics, College of Business, University of Texas at San Antonio, One UTSA Circle, TX, 78249-0633, United States
Abstract:
This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003) proposed for the cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model.