Kelejian, Harry H.

(as bibtex)

Elsewhere: [math people] [google] [google scholar]

Books

• Introduction to econometrics: Principles and applications (Second edition) (1981)
  Kelejian, Harry H., Oates, Wallace E.

Articles (14)

• Piras, Gianfranco, Kelejian, Harry H.. An Extension of the J-Test to a Spatial Panel Data Framework. Journal of Applied Econometrics 2016. 31:387-402
• Kelejian, Harry H., Prucha, Ingmar R.. Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances. Journal of Econometrics 2010. 157:53-67
• Baltagi, Badi H., Kelejian, Harry H., Prucha, Ingmar R.. Analysis of spatially dependent data. Journal of Econometrics 2007. 140:1-4
• Kapoor, Mudit, Kelejian, Harry H., Prucha, Ingmar R.. Panel data models with spatially correlated error components. Journal of Econometrics 2007. 140:97-130
• Kelejian, Harry H., Prucha, Ingmar R.. HAC estimation in a spatial framework. Journal of Econometrics 2007. 140:131-154
• Kelejian, Harry H., Prucha, Ingmar R.. Estimation of simultaneous systems of spatially interrelated cross sectional equations. Journal of Econometrics 2004. 118:27-50
• Kelejian, Harry H., Prucha, Ingmar R.. On the asymptotic distribution of the Moran $I$ test statistic with applications. Journal of Econometrics 2001. 104:219-257
• Gatto, Joseph P., Kelejian, Harry H., Stephan, Scott W.. A note concerning specifications of interactive random-coefficient regression models. Journal of Econometrics 1991. 47:273-284
• Prucha, Ingmar R., Kelejian, Harry H.. The structure of simultaneous equation estimators: A generalization towards nonnormal disturbances. Econometrica 1984. 52:721-736
• Bumb, Balu L., Kelejian, Harry H.. Autocorrelated and heteroscedastic disturbances in linear regression analysis: A Monte Carlo study. Sankhyā, Series B 1983. 45:257-270
• Kelejian, Harry H.. An extension of a standard test for heteroskedasticity to a systems framework. Journal of Econometrics 1982. 20:325-333
• Kelejian, Harry H., Devine, Paul. Nonlinear models: Some results concerning forecasting.
• Fair, Ray C., Kelejian, Harry H.. Methods of estimation for markets in disequilibrium: A further study (Ref: 72V40 p497-514)). Econometrica 1974. 42:177-190
• Kelejian, Harry H.. Two-stage least squares and econometric systems linear in parameters but nonlinear in the endogenous variables. Journal of the American Statistical Association 1971. 66:373-374