SPPACK: Stata module for cross-section spatial-autoregressive models
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 .
|Requires:||Stata version 11.2|
|Date of creation:||11 Feb 2011|
|Date of revision:||11 Nov 2015|
|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.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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