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Introduction to spatial-autoregressive models using Stata

Author

Listed:
  • David Drukker

    (StataCorp)

Abstract

This session offers an introduction to spatial econometrics using some user-written Stata commands. I will discuss the estimation and interpretation of the parameters in the cross-sectional spatial-autoregressive model. Data management issues pertaining to spatial-weighting matrices used in the analysis will also be addressed.

Suggested Citation

  • David Drukker, 2009. "Introduction to spatial-autoregressive models using Stata," Italian Stata Users' Group Meetings 2009 05, Stata Users Group.
    • Handle: RePEc:boc:isug09:05
    as

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    File URL: http://www.stata.com/meeting/italy09/italy09_drukker.pdf
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    References listed on IDEAS

    as
    1. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
    2. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
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