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xsmle: a Stata command for spatial panel-data models estimation

Author

Listed:
  • Federico Belotti

    (CEIS, Università degli Studi di Roma "Tor Vergata")

  • Gordon Hughes

    (University of Edinburgh)

  • Andrea Piano Mortari

    (CEIS, Università degli Studi di Roma "Tor Vergata")

Abstract

This paper presents xsmle, a new Stata command for the estimation of spatial panel-data models. xsmle fits a spatial autoregressive model, a spatial error model, and a spatial Durbin model with fixed or random effects and with or without a dynamic component. Moreover, xsmle estimates the fixed-effects spatial autoregressive model with autoregressive disturbances and the generalized spatial random-effects model. Different weighting matrices may be specified when appropriate, and both Stata matrices and spmat objects are allowed. Of special note is that xsmle computes direct, indirect, and total effects according to Lesage (2008), implements Lee and Yu's (2010) data trasformation for fixed-effects models, performs a robust Hausman test, and may be used with the mi prefix when the panel is unbalanced.

Suggested Citation

  • Federico Belotti & Gordon Hughes & Andrea Piano Mortari, 2013. "xsmle: a Stata command for spatial panel-data models estimation," Italian Stata Users' Group Meetings 2013 04, Stata Users Group.
  • Handle: RePEc:boc:isug13:04
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    References listed on IDEAS

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    1. Göran Therborn & K.C. Ho, 2009. "Introduction," City, Taylor & Francis Journals, vol. 13(1), pages 53-62, March.
    2. J. Barkley Rosser, 2009. "Introduction," Chapters,in: Handbook of Research on Complexity, chapter 1 Edward Elgar Publishing.
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    Cited by:

    1. Mick Silver & Brian Graf, 2014. "Commercial Property Price Indexes; Problems of Sparse Data, Spatial Spillovers, and Weighting," IMF Working Papers 14/72, International Monetary Fund.
    2. José‐Luis Fernandez & Julien Forder, 2015. "Local Variability in Long‐Term Care Services: Local Autonomy, Exogenous Influences and Policy Spillovers," Health Economics, John Wiley & Sons, Ltd., vol. 24, pages 146-157, March.
    3. Lundin, Erik, 2013. "Strategic Interaction vs. Regulatory Compliance among Regulated Utilities: The Swedish Water Sector," Working Paper Series 998, Research Institute of Industrial Economics.
    4. Cho, Seong-Hoon & Kim, Taeyoung & Kim, Hyun Jae & Park, Kihyun & Roberts, Roland K., 2015. "Regionally-varying and regionally-uniform electricity pricing policies compared across four usage categories," Energy Economics, Elsevier, vol. 49(C), pages 182-191.
    5. Catalina Gómez Toro & Hermilson Velásquez & Joaquín Andrés Urrego & Juan David Valderrama, 2014. "Efecto de los Ingresos Permanentes sobre el Delito: Un Enfoque Espacial y un Caso de Aplicación," DOCUMENTOS DE TRABAJO CIEF 010900, UNIVERSIDAD EAFIT.
    6. repec:rrs:journl:v:11:y:2017:i:1:p:18-35 is not listed on IDEAS
    7. Sandro Montresor & Francesco Quatraro, 2015. "Smart Specialization Strategies and Key Enabling Technologies. Regional evidence from European patent data," Papers in Evolutionary Economic Geography (PEEG) 1525, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Aug 2015.
    8. Shugo Yamamoto, 2015. "Banking Network Amplification Effects on Cross-Border Bank Flows," Discussion Papers 1533, Graduate School of Economics, Kobe University.
    9. Redoano, Michela, 2014. "Tax competition among European countries. Does the EU matter?," European Journal of Political Economy, Elsevier, vol. 34(C), pages 353-371.
    10. Vakulenko, Elena, 2015. "Analysis of the relationship between regional labour markets in Russia using Okun’s model," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 28-48.

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