Palgrave Handbook of Econometrics: Applied Econometrics

(Grace) #1
Luc Anselin and Nancy Lozano-Gracia 1249

In J.P. LeSage and R. Kelley Pace (eds.),Advances in Econometrics. Volume 18: Spatial and
Spatiotemporal Econometrics, pp. 163–98. Oxford: Elsevier Science.
Kelejian, H.H. and D.P. Robinson (1992) Spatial autocorrelation: a new computationally sim-
ple test with an application to per capita country police expenditures.Regional Science and
Urban Economics 22 , 317–33.
Kelejian, H.H. and D.P. Robinson (1993) A suggested method of estimation for spatial inter-
dependent models with autocorrelated errors, and an application to a county expenditure
model.Papers in Regional Science 72 , 297–312.
Kestens, Y., M. Thériault and F.D. Rosiers (2006) Heterogeneity in hedonic modelling of house
prices: looking at buyers household profiles.Journal of Geographical Systems 8 , 61–96.
Kim, C.W., T. Phipps and L. Anselin (2003) Measuring the benefits of air quality improvement:
a spatial hedonic approach.Journal of Environmental Economics and Management 45 , 24–39.
Lahiri, S. (1996) On the inconsistency of estimators under infill asymptotics for spatial data.
Sankhya A 58 , 403–17.
Lancaster, K.J. (1966) A new approach to consumer theory.Journal of Political Economy 74 ,
132–56.
Lee, L.-F. (2003) Best spatial two-stage least squares estimators for a spatial autoregressive
model with autoregressive disturbances.Econometric Reviews 22 , 307–35.
Lee, L.-F. (2007) GMM and 2SLS estimation of mixed regressive, spatial autoregressive models.
Journal of Econometrics 137 , 489–14.
Legget, C.G. and N.E. Bockstael (2000) Evidence of the effects of water quality on residential
land prices.Journal of Environmental Economics and Management 39 , 124–44.
LeSage, J.P. (1997) Bayesian estimation of spatial autoregressive models.International Regional
Science Review 20 , 113–29.
Lin, X. and L.-F. Lee (2005) GMM estimation of spatial autoregressive models with unknown
heteroskedasticity. Working Paper, Ohio State University, Columbus.
Long, F., A. Paez and S. Farber (2007) Spatial effects in hedonic price estimation: a case study
in the city of Toronto. Working Paper No. WP020, Center for Spatial Analysis, McMaster
University, Hamilton, Ontario.
Malpezzi, S. (2002) Hedonic pricing models: a selective and applied review. In K. Gibb and
A. O’Sullivan (eds.),Housing Economics: Essays in Honour of Duncan Maclennan, pp. 67–89.
Oxford: Blackwell Science Ltd.
Manski, C.F. (1993) Identification of endogenous social effects: the reflexion problem.Review
of Economic Studies 60 , 531–42.
Manski, C.F. (2000) Economic analysis of social interactions.Journal of Economic Perspectives
14 (3), 115–36.
McMillen, D.P. (2003) Neighborhood house price indexes in chicago: a Fourier repeat sales
approach.Journal of Economic Geography 3 , 57–73.
McMillen, D.P. (2004) Employment subcenters and home price appreciation rates in
metropolitan Chicago. In J.P. LeSage and R. Kelley Pace (eds.),Advances in Econometrics.
Volume 18: Spatial and Spatiotemporal Econometrics, pp. 237–57. Oxford: Elsevier Science.
Miltino, A.F., M.D. Ugarte and L. Garcia-Reinaldos (2004) Alternative models for describ-
ing spatial dependence among dwelling selling prices.Journal of Real Estate Finance and
Economics 29 (2), 193–209.
Moulton, B.R. (1990) An illustration of a pitfall in estimating the effects of aggregate variables
on micro units.Review of Economics and Statistics 72 , 334–8.
Munroe, D.K. (2007) Exploring the determinants of spatial pattern in residential land markets:
amenities and disamenities in Charlotte, NC, USA.Environment and Planning B: Planning
and Design 34 , 336–54.
Neill, H.R., D.M. Hassenzahl and D.D. Assane (2007) Estimating the effect of air quality spatial
versustraditional hedonic pricemodels.Southern Economic Journal 73 (4), 1088–111.
Newey, W.K. and K.D. West (1987) A simple, positive semi-definite, heteroskedasticity and
autocorrelation consistent covariance matrix.Econometrica 55 , 703–8.

Free download pdf