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A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables

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Author Info

  • David M. Drukker

    ()
    (StataCorp)

  • Ingmar Prucha

    ()
    (University of Maryland)

  • Rafal Raciborski

    ()
    (StataCorp)

Abstract

We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha (1998, Journal of Real Estate Finance and Economics 17: 99–121; 1999, International Economic Review 40: 509–533; 2004, Journal of Econometrics 118: 27–50; 2010, Journal of Econometrics 157: 53–67); Arraiz et al. (2010, Journal of Regional Science 50: 592–614); and Drukker, Egger, and Prucha (2013, Econometric Reviews 32: 686–733). Copyright 2013 by StataCorp LP.

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Bibliographic Info

Article provided by StataCorp LP in its journal Stata Journal.

Volume (Year): 13 (2013)
Issue (Month): 2 (June)
Pages: 287-301

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Handle: RePEc:tsj:stataj:y:13:y:2013:i:2:p:287-301

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Related research

Keywords: spivreg; spatial-autoregressive models; Cliff–Ord models; generalized spatial two-stage least squares; instrumental-variable estimation; generalized method of moments estimation; spatial econometrics; spatial statistics;

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Cited by:
  1. Edward L. Glaeser & Sari Pekkala Kerr & William R. Kerr, 2013. "Entrepreneurship And Urban Growth:An Empirical Assessment With Historical Mines," Working Papers 13-15, Center for Economic Studies, U.S. Census Bureau.
  2. Ariane Manuela AMIN & Johanna Choumert, 2013. "Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis," Working Papers halshs-00799175, HAL.
  3. repec:asg:wpaper:1047 is not listed on IDEAS
  4. Luc Anselin, 2012. "From SpaceStat to CyberGIS," International Regional Science Review, , vol. 35(2), pages 131-157, April.
  5. P. Wilner Jeanty, 2012. "Stata implementation of the non-parametric spatial heteroskedasticity and autocorrelation consistent estimator," SAN12 Stata Conference 24, Stata Users Group.
  6. OA. Carboni, 2012. "A Spatial Analysis of R&D: the Role of Industry Proximity," Working Paper CRENoS 201204, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  7. Feichtinger, Paul & Salhofer, Paul, 2013. "A Spatial Analysis of Agricultural Land Prices in Bavaria," Factor Markets Working Papers 162, Centre for European Policy Studies.
  8. Daniel, Mont & Nguyen, Cuong, 2013. "Spatial Variation in the Disability-Poverty Correlation: Evidence from Vietnam," MPRA Paper 48659, University Library of Munich, Germany.

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