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A rare events model : Monte Carlo results on sample design and large sample guidance, and . Economics Letters, 37 (3): 255--263 (November 1991)The logit model and panel data via repeated observations: A clarification and extension of the literature. Economics Letters, 40 (2): 135--140 (October 1992)An extension of a standard test for heteroskedasticity to a systems framework. Journal of Econometrics, 20 (2): 325--333 (November 1982)Aggregated heterogeneous dependent data and the logit model: A suggested approach. Economics Letters, 47 (3-4): 243--248 (March 1995)Advances in Econometrics, , and . Volume 18, chapter INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS, page 163--198. JAI, (2004)A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model, and . International Economic Review, 40 (2): 509--533 (121 05 1999)doi: 10.1111/1468-2354.00027.HAC estimation in a spatial framework, and . Journal of Econometrics, 140 (1): 131--154 (September 2007)Panel data models with spatially correlated error components, , and . Journal of Econometrics, 140 (1): 97--130 (September 2007)Introduction to econometrics, and . Harper international edition Harper and Row, New York u.a., (1974)Analysis of spatially dependent data, , and . Journal of Econometrics, 140 (1): 1--4 (September 2007)