Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices
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DOI: 10.1016/j.jue.2013.10.006
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- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2013. "Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices," Center for Policy Research Working Papers 161, Center for Policy Research, Maxwell School, Syracuse University.
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More about this item
Keywords
House prices; Panel data; Spatial lag; Nested random effects; Instrumental variables; Spatial dependence;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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