The paper develops a heteroskedastic spatial error model with joint mean-variance modeling and claims efficiency gains over standard SEM, SAR, and SARAR estimators, but the proof of the key efficiency lemma is incomplete.
Geographical Analysis 54(3), 488–518 (2022)
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Spatial error models with heteroskedastic normal perturbations and joint modeling of mean and variance
The paper develops a heteroskedastic spatial error model with joint mean-variance modeling and claims efficiency gains over standard SEM, SAR, and SARAR estimators, but the proof of the key efficiency lemma is incomplete.