Maximum-Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances
David M. Drukker, Ingmar Prucha, and Rafal Raciborski
,
2
(
13
)
Stata Journal
221-241
January
2013
SJ_SPREG(2013).pdf386.19 KB
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.
