Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

One important goal of this study is to develop a methodology of inference for a widely used Cliff-Ord type spatial model containing spatial lags in the dependent variable, exogenous variables, and the disturbance terms, while allowing for unknown heteroskedasticity in the innovations. We first generalize the generalized moments (GM) estimator suggested in Kelejian and Prucha (1998, 1999) for the spatial autoregressive parameter in the disturbance process. We prove the consistency of our estimator; unlike in our earlier paper we also determine its asymptotic distribution, and discuss issues of efficiency. We then define instrumental variable (IV) estimators for the regression parameters of the model and give results concerning the joint asymptotic distribution of those estimators and the GM estimator under reasonable conditions. Much of the theory is kept general to cover a wide range ofsettings. We note the estimation theory developed by Kelejian and Prucha (1998, 1999) for GM and IV estimators and by Lee (2004) for the quasi-maximum likelihood estimator under the assumption of homoskedastic innovations does not carry over to the case of heteroskedastic innovations. The paper also provides a critical discussion of the usual specification of the parameter space.spatial dependence, heteroskedasticity, Cliff-Ord model, two-stage least squares,generalized moments estimation, asymptotics

Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem

Various two stage least squares procedures have been suggested for the estimation of the autoregressive parameter in the spatial autoregressive model of order one. These procedures are computationally convenient and so their use is "tempting". In this paper we show that these procedures are, in general, not consistent and therefore should not be used.Spatial Models, Autocorrelation, Two Stage Least Squares

A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results

In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step GMM/IV type estimation procedure for the parameters of the model. We then establish the limiting distribution of our suggested estimators, and give consistent estimators for their asymptotic variance covariance matrices, utilizing results given in Kelejian and Prucha (2007b). Monte Carlo results are given which suggest that the derived large sample distribution provides a good approximation to the actual small sample distribution of our estimators.

A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Cross sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor, or a disturbance term which is spatially autoregressive. In this paper we describe a computationally simple procedure for estimating cross sectional models which contain both of these characteristics. We also give formal large sample results.Spatial Models, Autocorrelation, Two Stage Least Squares, Generalized Moments Estimator

Institutional interventions in complex urban systems: Coping with boundary issues in urban planning projects

__Abstract__ Urban planning projects are planned and organized through arrangements between actors. These arrangements are institutional interventions: they intervene in the institutional landscape as existing organizational boundaries are (temporarily) redrawn. Such boundary decisions are intended to simplify complexity. However, these boundary decisions also produce new complexities as new boundary issu

Afbakeningsperikelen in ruimtelijke projecten

Projectmanagers proberen bewust ruimtelijke projecten af te bakenen om met de complexiteit van de stedelijke omgeving om te kunnen gaan. Daarmee wordt beoogd de externe afhankelijkheden te minimaliseren en zo de complexiteit beheersbaar te maken. Desondanks blijven externe afhankelijkheden bestaan. Voorwaarde om hiermee om te gaan is tijdige reflectie en het toepassen van een coping strategie, in plaats van vasthouden aan achterhaalde grenzen

The ground beetle tribe platynini bonelli, 1810 (Coleoptera, carabidae) in the southern levant: dichotomous and interactive identification tools, ecological traits, and distribution

The carabids of the tribe Platynini from the southern Levant (Egypt: Sinai Peninsula, Israel, Jordan) and adjacent regions of Egypt, Lebanon, Syria, Iraq, and Saudi Arabia are reviewed in terms of species tax-onomy, ecological, distributional traits, and conservation biology. In addition to a classical dichotomous identification key to the 14 species of the region, identification tools are made freely available via the Xper3 knowledge database “Platynini, southern Levant”. Besides an interactive identification key, a matrix with character states for the species and single access identification keys are available. A database includ-ing all available records from the southern Levant is also provided. First faunistic records are recorded for Anchomenus dorsalis infuscatus from Sinai (Egypt), Olisthopus fuscatus from Lebanon and Iraq, and for O. glabricollis from Iraq. Threatened species are discussed, also with regard to the reasons of their decline. The majority of species lives in wetlands, especially on the shore of winter ponds and streams, which have been extremely degraded in the last decades

Reducing the environmental impact of surgery on a global scale: systematic review and co-prioritization with healthcare workers in 132 countries

Abstract Background Healthcare cannot achieve net-zero carbon without addressing operating theatres. The aim of this study was to prioritize feasible interventions to reduce the environmental impact of operating theatres. Methods This study adopted a four-phase Delphi consensus co-prioritization methodology. In phase 1, a systematic review of published interventions and global consultation of perioperative healthcare professionals were used to longlist interventions. In phase 2, iterative thematic analysis consolidated comparable interventions into a shortlist. In phase 3, the shortlist was co-prioritized based on patient and clinician views on acceptability, feasibility, and safety. In phase 4, ranked lists of interventions were presented by their relevance to high-income countries and low–middle-income countries. Results In phase 1, 43 interventions were identified, which had low uptake in practice according to 3042 professionals globally. In phase 2, a shortlist of 15 intervention domains was generated. In phase 3, interventions were deemed acceptable for more than 90 per cent of patients except for reducing general anaesthesia (84 per cent) and re-sterilization of ‘single-use’ consumables (86 per cent). In phase 4, the top three shortlisted interventions for high-income countries were: introducing recycling; reducing use of anaesthetic gases; and appropriate clinical waste processing. In phase 4, the top three shortlisted interventions for low–middle-income countries were: introducing reusable surgical devices; reducing use of consumables; and reducing the use of general anaesthesia. Conclusion This is a step toward environmentally sustainable operating environments with actionable interventions applicable to both high– and low–middle–income countries