Spillover effects in spatial models: Generalizations and extensions
研究了两种空间模型中的溢出效应：一种不含额外内生变量，给出了推断方差公式；另一种含内生变量，提出了近似方法，但方差公式需已知整个系统方程。
Abstract In this paper, we consider two different cases of spillover effects: the first is a case where the model does not contain any additional endogenous regressors. Related to this, we give a variance formula that can be used to make inference for estimated spillover effects. In the second case, we extend the discussion of spillover effects to a model containing additional endogenous variables. We suggest approximations to the spillover effects that according to the results of our Monte Carlo experiment are quite accurate. However, our variance formula can not be determined unless the equations of the entire system are known. Suggestions for approximations in this case are left for future research.