The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
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Citations
Cites
A new look at the statistical model identification
Akaike, H. (1974) · IEEE Transactions on Automatic Control · doi:10.1109/tac.1974.1100705 · Cited by 51,879
Cited by
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Addiction, Thick Market Externalities, and the Persistence of the Opioid Epidemic
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Metadata
- Authors
- Kelejian, H. H., & Prucha, I. R.
- Venue
- The Journal of Real Estate Finance and Economics
- Published
- 1998-07
- Volume
- 17
- Issue
- 1
- Pages
- 99-121
- ISSN
- 0895-5638 (ISSN-L)
- 1573-045X
- OpenAlex
- W2172041548
- Cited by
- 1,976
- References
- 1
- FWCI
- 14.29
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. https://app.cochat.ai/papers/10.1023/a:1007707430416
- The paper
- Kelejian, H. H., & Prucha, I. R. (1998). A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. The Journal of Real Estate Finance and Economics. https://doi.org/10.1023/a%3A1007707430416
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.