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1,Conley, T.G., 1999, GMM estimation with cross sectional dependence. Journal of Econometrics 92, 1-45.
2,Conley, T.G. and Molinari, F., 2007, Spatial correlation robust inference with errors in location or distance,Journal of conometrics 140, 76-96.
3, Kapoor, M., Kelejian, H.H. and I.R. Prucha, 2004, Panel Data Models with Spatially Correlated Error Components, forthcoming in Journal of Econometrics.
4, Kelejian, H.H., Prucha, I.R., 1998, A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbance. Journal of Real Estate Finance and Economics 17, 99-121.
5, Kelejian, H.H., Prucha., I.R., 1999. A generalized moments estimator for the autoregressive parameter in a spatial model, International Economic Review 40, 509-533.
6, Kelijian, H.H., Prucha., I.R., 2001. On the asymptotic distribution of the Moran I test statistic with applications. Journal of Econometrics 104, 219-257.
7,Kelijian, H.H., Prucha., I.R., 2006. HAC estimation in a spatial framework Journal of Econometrics, Forthcoming
8, Kelejian, H.H., Prucha, I.R. and Yuzefovich, E., 2004, Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results. In J. LeSage and K. Pace (eds.) Advances in Econometrics: Spatial and Spatiotemporal Econometrics. Elsevier, New York, 163-198.
9, Lee, L.F., 2001, Generalized method of moments estimation of spatial autoregressive processes. Mimeo, Department of Economics, Ohio State University.
10,Lee, L.-F., 2002. Consistency and Efficiency of Least Squares Estimation for Mixed Regressive, Spatial Autoregressive Models. Econometric Theory, 18, pp. 252-277.
11,Lee, L.F., 2003, Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances. Econometric Reviews 22, 307-335.
12, Lee, L.F. 2004, Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models, Econometrica, Vol. 72, No.6, 1899-1925.
13,Lee, L.F., The Method of Elimination and Substitution in the GMM Estimation of Mixed Regressive, Spatial Autoregressive Models. Department of Economics, Ohio State University, 2005, forthcoming in Journal of Econometrics.
14, Lee, L.F., 2007a, GMM and 2SLS estimation of mixed regressive, spatial autoregressive models, Journal of Econometrics,
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15,Lee, L.F., 2007b, Identification and estimation of econometric models with group interactions, contextual factors and fixed effects, Journal of Econometrics 140, 333-374.
16,Lee, L.F. and Yu, J., 2007, A spatial dynamic panel data model with both time and individual fixed effects, working paper.
17,Liu, X., and Lee, L.F., 2006, Efficient GMM estimation of high order spatial autoregressive models, Econometric Theory, Forthcoming
18,Lin, X. and Lee, L.F., 2006, GMM estimation of spatial autoregressive models with unknown heteroskedasticity. Journal of Econometrics, Forthcoming
19, Liu, X., Lee, L. F. and Bollinger, C., 2006, Improved efficient quasi maximum likelihood estimator of spatial autoregressive models. Working paper, Department of Economics, Ohio State University.
20, Yu, J., De Jong, R. and Lee, L.F., 2008, Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large, Journal of Econometrics, 146, 118-134.
21, Pinske, J., Slade, M.E. and Brett, C., 2002, Spatial price competition: a semiparametric approach. Econometrica, 70, 1111-1153.
22, Robinson, P.M., 2008, Efficient estimation of the semiparametric spatial autoregressive model, working paper, London School of Economics, Forthcoming in Journal of Econometrics
23, Su, L., S. Jin, 2008, Profile QMLE of spatial autoregressive models, forthcoming in Journal of econometrics
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