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SPPACK: Stata module for cross-section spatial-autoregressive models

Author

Listed:
  • David M. Drukker

    () (StataCorp LP)

  • Hua Peng

    () (StataCorp LP)

  • Ingmar Prucha

    () (Department of Economics, University of Maryland, College Park, MD.)

  • Rafal Raciborski

    () (StataCorp LP)

Abstract

The 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 .

Suggested Citation

  • David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski, 2011. "SPPACK: Stata module for cross-section spatial-autoregressive models," Statistical Software Components S457245, Boston College Department of Economics, revised 11 Nov 2015.
  • Handle: RePEc:boc:bocode:s457245
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_spreg_gs2sls.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/_/_spreg_ml.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/l/lspmat.mlib
    File Function: Mata library
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg_postestimation.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spivreg.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_contiguity.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_drop.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_dta.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_eigenvalues.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_export.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_getmatrix.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_graph.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_idistance.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_import.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_lag.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_note.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_permute.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_putmatrix.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_save.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_summarize.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_tobanded.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat_use.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spmat.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_estat.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/spreg_postestimation.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spreg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/spreg.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/sppack_examples.do
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pollute.dta
    File Function: sample data file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pollutexy.dta
    File Function: sample data file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pollute.spmat
    File Function: sample data file
    Download Restriction: no

    Citations

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    Cited by:

    1. de Mello Luiz & Moccero Diego & Mogliani Matteo, 2013. "Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 141-165, April.
    2. María Cuenca Coral, Felipe Amaya, Bryan Castrillón, 2015. "La política monetaria y el crecimiento económico en Colombia, 1990-2010," REVISTA CIFE, UNIVERSIDAD SANTO TOMÁS, February.
    3. Carlos Fernando Daza Moreno & Jorge Mario Uribe, 2016. "Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile," REVISTA DE ECONOMÍA DEL CARIBE 014794, UNIVERSIDAD DEL NORTE.
    4. Andrés Felipe Londoño & Jorge Andrés Tamayo & Carlos Alberto Velásquez, 2012. "Dinámica de la política monetaria e inflación objetivo en Colombia: una aproximación FAVAR," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 30(68), pages 14-71, June.
    5. Pavel Vidal & Gilberto Ramírez & Lya Paola Sierra, 2018. "¿Por qué el Valle del Cauca ha crecido más que el promedio nacional? Un análisis regional de los ciclos y los choques económicos," Working Papers 33, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
    6. Franz Hamann & Juan Manuel Julio & Paulina Restrepo & Alvaro Jose Riascos Villegas, 2004. "Inflation Targeting In A Small Open Economy: The Colombian Case," BORRADORES DE ECONOMIA 002855, BANCO DE LA REPÚBLICA.
    7. Luiz De Mello & Diego Moccero, 2009. "Monetary Policy and Inflation Expectations in Latin America: Long-Run Effects and Volatility Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1671-1690, December.
    8. Franz Hamann Salcedo & Juan Manuel Julio & Paulina Restrepo, 2004. "Inflation Targeting in a Samll Open Economy: The Colombian Case," Borradores de Economia 308, Banco de la Republica de Colombia.

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