SPPACK: Stata module for cross-section spatial-autoregressive models
AbstractThe spmat, spreg and spivreg commands create spatial-weighting matrices, manage spatial-weighting matrices, and estimate the parameters of cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances that may contain additional endogenous covariates. The estimation method is either maximum likelihood or generalized spatial two-stage least squares. The working papers that document these commands are available at http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf, http://econweb.umd.edu/~prucha/Papers/WP_spreg_2011.pdf, and http://econweb.umd.edu/~prucha/Papers/WP_spivreg_2011.pdf .
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457245.
Programming language: Stata
Requires: Stata version 11.2
Date of creation: 11 Feb 2011
Date of revision: 08 Nov 2012
Note: This module should be installed from within Stata by typing "ssc install sppack". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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