ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS*
研究了空间权重矩阵包含等元素块（如村庄、学校等组内等距、组间无关）的模型，给出了含空间滞后因变量模型的小样本精确结果，并指出大样本理论未考虑的问题。
ABSTRACT Spatial models whose weighting matrices have blocks of equal elements might be considered if units are viewed as equally distant within certain neighborhoods, but unrelated between neighborhoods. We give exact small sample results for such models that contain a spatially lagged‐dependent variable. We consider cases in which the data relate to one or more panels, for example, villages, schools, etc. Our results are consistent with large sample results given in Kelejian and Prucha (2002) but indicate a variety of issues they did not consider.