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2 hits:
Working Paper

A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results

Irani Arraiz, David M. Drukker, Harry H. Kelejian, Ingmar R. Prucha
CESifo, Munich, 2008
CESifo Working Paper No. 2485

Working Paper

Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Harry H. Kelejian, Ingmar R. Prucha
CESifo, Munich, 2008
CESifo Working Paper No. 2448