Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

• Autores: David M. Drukker, Ingmar R. Prucha, Rafal Raciborski
• Localización: The Stata journal, ISSN 1536-867X, Vol. 13, Nº. 2, 2013, págs. 221-241
• Idioma: inglés
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• Dialnet Métricas: 2 Citas
• Resumen

  • 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.