University of MAryland
   Harry H. Kelejian


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Selected Articles

Submitted Articles (incomplete)

A Spatial Cliff-Ord-Type Model with Heteroskedastic Innovations: Small and Large Sample Results (with I Arraiz, D. Drukker, and I. Prucha) [PDF File]  Submitted to Regional Science and Urban Economics.

 

Forthcoming Publications

A Spatial J-Test for Model Specification Against a Single or a Set of Nonnested Alternatives. Forthcoming in Letters in Spatial and resource Sciences. [PDF File]

 

Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances (with Ingmar Prucha), forthcoming in Journal of Econometrics

[PDF File]

 

2007 Publications

The Relative Efficiencies of Various Predictors in Spatial Models Containing Spatial Lags (with Ingmar Pucha), Regional Science and Urban Economics, vol. 37, pp 283-432. [PDF File]

 

HAC Estimation in a Spatial Framework, (with Ingmar Prucha), Journal of Econometrics, vol. 140, 131-154. [PDF File]

 

Panel Data Models with Spatially Correlated Error Components, (with M. Kapoor and Ingmar Prucha), Journal of Econometrics, vol. 140, 97-130. [PDF File]

 

Analysis of Spatially Dependent Data, (with Badi Baltagi and Ingmar Prucha), Journal of Econometrics, vol. 140, 1-4.

 

Selected Older Publications (incomplete)

 

Estimation Problems in Models with Spatial Weighting Matrices which Have Blocks of Equal Elements (with I. Prucha and Y. Yuzefovich), Journal of regional Science, 46, 2006,[PDF File] pp 507-515.

Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations (with Ingmar Prucha) Journal of Econometrics, vol. 118, 2004 [PDF File]

 

On the Asymptotic Distribution of the Moran I Test Statistic with Applications (with Ingmar Prucha), Journal of econometrics, vol 104, 2001. [PDF File ]

 

A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances.  (with Igmar R. Prucha) Journal of Real Estate Finance and Economics vol. 17, pp 99-121, 1998 [PDF File]

 

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model, (with Ingmar R. Prucha) International Economic Review, May 1999 [PDF File]