Spatial models with spatially lagged dependent variables and incomplete data

The purpose of this paper is to suggest estimators for the parameters of spatial models containing a spatially lagged dependent variable, as well as spatially lagged independent variables, and an incomplete data set. The specifications allow for nonstationarity, and the disturbance process of the model is specified non-parametrically. We consider various scenarios concerning the pattern of missing data points. One estimator we suggest is based on a smaller but complete subset of the sample; another is based on a larger but incomplete subset of the sample. We give large sample results for both of these cases.