Articlebronze2013

Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances

David M. Drukker · Ingmar R. Prucha · Rafal Raciborski

199 citations0/0 files storedThe Stata Journal Promoting communications on statistics and Stata

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Spatial and Panel Data Analysis Regional Economics and Spatial Analysis Regional Economic and Spatial Analysis

Abstract

We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances.

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References

1988Spatial Econometrics: Methods and Models 1992STATISTICS FOR SPATIAL DATA 1993Statistics for Spatial Data 2009Introduction to Spatial Econometrics 2008An Introduction to Spatial Econometrics 1983Spatial Processes, Models and Applications 1998A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances 1994Statistics for Spatial Data, Revised Edition.

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