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SPREGXT: Stata Econometric Toolkit to Estimate Spatial Panel Regression Models

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

Programming Language

Abstract

spregxt is a Stata Toolkit to estimate Spatial Panel Regression Models: (SAR-SEM-SDM-SAC-GWR-mSTAR-SPGMM-GS2SLS-Tobit) for panel data with be, fe, pa, re Effects, and calculate Panel Autocorrelation, Panel Non Normality, Panel Heteroscedasticity, Panel Error Component Tests, Panel Unit Roots Tests, Identification Restrictions, Hausman Fixed Effects, Specification Error Tests and Model Selection Diagnostic Criteria Total, Direct, and InDirect Marginal Effects and Elasticities, spregxt can fit continuous and truncated dependent variables models.

Suggested Citation

  • Emad Abd Elmessih Shehata, 2016. "SPREGXT: Stata Econometric Toolkit to Estimate Spatial Panel Regression Models," Statistical Software Components S458196, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458196
    Note: This module should be installed from within Stata by typing "ssc install spregxt". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Cited by:

    1. Cabral, René & López Cabrera, Jesús Antonio & Padilla, Ramón, 2020. "Absolute convergence in manufacturing labour productivity in Mexico, 1993–2018: A spatial econometrics analysis at the state and municipal level," Estudios y Perspectivas – Sede Subregional de la CEPAL en México 46492, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

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