A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables
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References listed on IDEAS
- Kelejian, Harry H & Prucha, Ingmar R, 1998.
"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
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- David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2013. "Creating and managing spatial-weighting matrices with the spmat command," Stata Journal, StataCorp LP, vol. 13(2), pages 242-286, June.
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More about this item
Keywordsspivreg; 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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