Resumen de A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables

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

• We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha