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@article{Anselin2021,
	Author = {Anselin, Luc and Amaral, Pedro},
	Journal = {},
	Number = {},
	Pages = {},
	Title = {Endogenous Spatial Regimes},
	Url = {https://www.researchgate.net/publication/353411566_Endogenous_Spatial_Regimes},
	Volume = {},
	Year = {2021}}

@article{McMillen1992,
	Abstract = {ABSTRACT. Commonly-employed spatial autocorrelation models imply heteroskedastic errors, but heteroskedasticity causes probit to be inconsistent. This paper proposes and illustrates the use of two categories of estimators for probit models with spatial autocorrelation. One category is based on the EM algorithm, and requires repeated application of a maximum-likelihood estimator. The other category, which can be applied to models derived using the spatial expansion method, only requires weighted least squares.},
	Author = {McMillen, Daniel P.},
	Date-Added = {2019-12-16 16:00:49 -0800},
	Date-Modified = {2019-12-16 16:00:58 -0800},
	Doi = {10.1111/j.1467-9787.1992.tb00190.x},
	Eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9787.1992.tb00190.x},
	Journal = {Journal of Regional Science},
	Number = {3},
	Pages = {335-348},
	Title = {PROBIT WITH SPATIAL AUTOCORRELATION},
	Url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x},
	Volume = {32},
	Year = {1992},
	Bdsk-Url-1 = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9787.1992.tb00190.x},
	Bdsk-Url-2 = {https://doi.org/10.1111/j.1467-9787.1992.tb00190.x}}

@article{Pinkse1998,
	Author = {Pinkse, Joris and Slade, Margaret E},
	Date-Added = {2019-12-16 10:11:40 -0800},
	Date-Modified = {2019-12-16 10:11:49 -0800},
	Journal = {Journal of Econometrics},
	Number = {1},
	Pages = {125--154},
	Publisher = {Elsevier},
	Title = {Contracting in space: An application of spatial statistics to discrete-choice models},
	Volume = {85},
	Year = {1998}}

@article{Kelejian2001,
	Author = {Harry H. Kelejian and Ingmar R. Prucha},
	Date-Added = {2019-12-16 10:10:54 -0800},
	Date-Modified = {2019-12-16 10:11:05 -0800},
	Doi = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1},
	Issn = {0304-4076},
	Journal = {Journal of Econometrics},
	Keywords = {Central limit theorem},
	Number = {2},
	Pages = {219 - 257},
	Title = {On the asymptotic distribution of the Moran I test statistic with applications},
	Url = {http://www.sciencedirect.com/science/article/pii/S0304407601000641},
	Volume = {104},
	Year = {2001},
	Bdsk-File-1 = { },
	Bdsk-Url-1 = {http://dx.doi.org/10.1016/S0304-4076(01)00064-1}}

@incollection{Pinkse2004,
	Address = {Berlin},
	Author = {Pinske, Joris},
	Booktitle = {Advances in Spatial Econometrics: Methodology, Tools and Applications},
	Date-Added = {2019-12-16 10:10:07 -0800},
	Date-Modified = {2019-12-16 10:10:18 -0800},
	Editor = {Anselin, L. and Florax, R. J. G. M. and Rey, S. J.},
	Owner = {serge},
	Pages = {67-77},
	Publisher = {Springer},
	Timestamp = {2008.07.09},
	Title = {Moran-flavored tests with nuisance parameters: Examples},
	Year = {2004}}

@article{clifford1981,
	Author = {Cliff, A. D. and Ord, J. K.},
	Date-Added = {2019-11-22 23:36:25 -0800},
	Date-Modified = {2019-11-22 23:36:54 -0800},
	Journal = {Pion, London},
	Title = {Spatial processes: models and applications},
	Year = {1981}}

@article{Drukker:2013aa,
	Abstract = {We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17: 99--121; 1999, International Economic Review 40: 509--533; 2004, Journal of Econometrics 118: 27--50; 2010, Journal of Econometrics 157: 53--67); Arraiz et al. (2010, Journal of Regional Science 50: 592--614); and Drukker, Egger, and Prucha (2013, Econometric Reviews 32: 686--733).},
	Author = {Drukker, David M. and Prucha, Ingmar R. and Raciborski, Rafal},
	Date = {2013},
	Date-Added = {2019-11-22 22:05:26 -0800},
	Date-Modified = {2019-11-22 22:05:26 -0800},
	Journal = {The Stata Journal},
	Keywords = {st0293,spivreg,spatial-autoregressive models,Cliff--Ord models,generalized spatial two-stage least squares,instrumental-variable estimation,generalized method of moments estimation,spatial econometrics,spatial statistics},
	Number = {2},
	Pages = {287-301},
	Title = {A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables},
	Type = {10.1177/1536867X1301300203},
	Url = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203},
	Volume = {13},
	Year = {2013},
	Bdsk-Url-1 = {https://journals.sagepub.com/doi/abs/10.1177/1536867X1301300203}}

@article{Anselin1996a,
	Author = {Anselin, Luc and Bera, Anil K and Florax, Raymond and Yoon, Mann J},
	Date-Added = {2019-01-14 14:18:39 -0800},
	Date-Modified = {2019-01-14 14:18:45 -0800},
	Journal = {Regional science and urban economics},
	Number = {1},
	Pages = {77--104},
	Publisher = {Elsevier},
	Title = {Simple diagnostic tests for spatial dependence},
	Volume = {26},
	Year = {1996}}

@article{Anselin1997,
	Author = {Anselin, Luc and Kelejian, Harry H},
	Date-Added = {2019-01-14 14:17:25 -0800},
	Date-Modified = {2019-01-14 14:17:31 -0800},
	Journal = {International Regional Science Review},
	Number = {1-2},
	Pages = {153--182},
	Publisher = {Sage Publications Sage CA: Thousand Oaks, CA},
	Title = {Testing for spatial error autocorrelation in the presence of endogenous regressors},
	Volume = {20},
	Year = {1997}}

@article{White1980,
	Author = {White, Halbert},
	Date-Added = {2019-01-14 14:15:59 -0800},
	Date-Modified = {2019-01-14 14:16:08 -0800},
	Journal = {Econometrica: Journal of the Econometric Society},
	Pages = {817--838},
	Publisher = {JSTOR},
	Title = {A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity},
	Year = {1980}}

@article{Schwarz1978,
	Author = {Schwarz, Gideon and others},
	Date-Added = {2019-01-14 14:15:10 -0800},
	Date-Modified = {2019-01-14 14:15:15 -0800},
	Journal = {The annals of statistics},
	Number = {2},
	Pages = {461--464},
	Publisher = {Institute of Mathematical Statistics},
	Title = {Estimating the dimension of a model},
	Volume = {6},
	Year = {1978}}

@article{Koenker1982,
	Author = {Koenker, Roger and Bassett Jr, Gilbert},
	Date-Added = {2019-01-14 14:14:06 -0800},
	Date-Modified = {2019-01-14 14:14:17 -0800},
	Journal = {Econometrica: Journal of the Econometric Society},
	Pages = {43--61},
	Publisher = {JSTOR},
	Title = {Robust tests for heteroscedasticity based on regression quantiles},
	Year = {1982}}

@article{Jarque1980,
	Author = {Jarque, Carlos M and Bera, Anil K},
	Date-Added = {2019-01-14 14:13:04 -0800},
	Date-Modified = {2019-01-14 14:13:10 -0800},
	Journal = {Economics letters},
	Number = {3},
	Pages = {255--259},
	Publisher = {Elsevier},
	Title = {Efficient tests for normality, homoscedasticity and serial independence of regression residuals},
	Volume = {6},
	Year = {1980}}

@article{Breusch1979,
	Author = {Breusch, Trevor S and Pagan, Adrian R},
	Date-Added = {2019-01-14 14:12:25 -0800},
	Date-Modified = {2019-01-14 14:12:38 -0800},
	Journal = {Econometrica: Journal of the Econometric Society},
	Pages = {1287--1294},
	Publisher = {JSTOR},
	Title = {A simple test for heteroscedasticity and random coefficient variation},
	Year = {1979}}

@article{Akaike1974,
	Author = {Akaike, Hirotugu},
	Date-Added = {2019-01-14 14:11:32 -0800},
	Date-Modified = {2019-01-14 14:11:39 -0800},
	Journal = {IEEE transactions on automatic control},
	Number = {6},
	Pages = {716--723},
	Publisher = {Ieee},
	Title = {A new look at the statistical model identification},
	Volume = {19},
	Year = {1974}}

@book{Anselin1988,
	Address = {Dordrecht},
	Author = {Anselin, Luc},
	Keywords = {spatial econometrics},
	Publisher = {{Kluwer}},
	Title = {Spatial {{Econometrics}}: {{Methods}} and {{Models}}},
	Year = {1988}}

@techreport{Anselin2011,
	Author = {Anselin, Luc},
	Institution = {{GeoDa} Center for Geospatial Analysis and Computation},
	Title = {{GMM} Estimation of Spatial Error Autocorrelation with and without Heteroskedasticity},
	Year = {2011}}

@article{Arraiz2010,
	Author = {Arraiz, Irani and Drukker, David M. and Kelejian, Harry H. and Prucha, Ingmar R.},
	Doi = {10.1111/j.1467-9787.2009.00618.x},
	Issn = {1467-9787},
	Journal = {Journal of Regional Science},
	Keywords = {spatial econometrics,sigma convergence},
	Number = {2},
	Pages = {592--614},
	Title = {A Spatial {{Cliff}}-{{Ord}}-Type Model with Heteroskedastic Innovations: {{Small}} and Large Sample Results},
	Volume = {50},
	Year = {2010},
	Bdsk-Url-1 = {https://doi.org/10.1111/j.1467-9787.2009.00618.x}}

@article{Drukker2013,
	Author = {Drukker, David M and Egger, Peter and Prucha, Ingmar R},
	Journal = {Econometric Reviews},
	Number = {5-6},
	Pages = {686--733},
	Title = {On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors},
	Volume = {32},
	Year = {2013}}

@article{Kelejian1998,
	Author = {Kelejian, Harry H and Prucha, Ingmar R},
	Journal = {J. Real Estate Fin. Econ.},
	Number = {1},
	Pages = {99--121},
	Title = {A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances},
	Volume = {17},
	Year = {1998}}

@article{Kelejian1999,
	Author = {Kelejian, H H and Prucha, I R},
	Journal = {Int. Econ. Rev.},
	Pages = {509--534},
	Title = {A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model},
	Volume = {40},
	Year = {1999}}

@article{KKP2007,
	Author = {Kapoor, M and Kelejian, H H and Prucha, I R},
	Journal = {Journal of Econometrics},
	Pages = {97--130},
	Title = {Panel data models with spatially correlated error components},
	Volume = {140},
	Year = {2007}}

@article{Elhorst2003,
    Author = {J. Paul Elhorst},
    Title ={Specification and Estimation of Spatial Panel Data Models},
    Journal = {International Regional Science Review},
    Volume = {26},
    Number = {3},
    Pages = {244-268},
    Year = {2003},
    Doi = {10.1177/0160017603253791}}

@book{Greene2003,
	Author = {Greene, William H},
	Publisher = {Pearson Education India},
	Title = {Econometric analysis},
	Year = {2003}}

@book{Belsley1980,
	Author = {Belsley, David A and Kuh, Edwin and Welsch, Roy E},
	Publisher = {John Wiley \& Sons},
	Title = {Regression diagnostics: Identifying influential data and sources of collinearity},
	Volume = {571},
	Year = {2005}}

