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

Listed author(s):
  • 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")

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.

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Paper provided by Stata Users Group in its series Italian Stata Users' Group Meetings 2013 with number 04.

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Date of creation: 01 Nov 2013
Handle: RePEc:boc:isug13:04
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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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