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Essays On Spatial Econometrics: Estimation Methods And Applications, Osman Dogan

Dissertations, Theses, and Capstone Projects

This dissertation consists of four essays on the estimation methods and applications of spatial econometrics models. In the first essay, we consider a spatial econometric model containing spatial lags in the dependent variable and the disturbance terms with an unknown form of heteroskedasticity in the innovations. We first prove that the maximum likelihood estimator (MLE) is generally inconsistent when heteroskedasticity is not taken into account in the estimation. We show that the necessary condition for consistency of the MLE depends on the specification of the spatial weight matrices. Then, we extend the robust generalized method of moment (GMM) estimation approach …