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Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model
We find the asymptotics of the OLS estimator of the parameters $\beta$ and $\rho$ in the spatial autoregressive model with exogenous regressors $Y_n = X_n\beta+\rho W_nY_n+V_n$. Only low-level conditions are imposed. Exogenous regressors may be bounded or growing, like polynomial trends. The assumpt
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