EconPapers    
Economics at your fingertips  
 

Spatial panel data models using Stata

Federico Belotti, Gordon Hughes () and Andrea Piano Mortari
Additional contact information
Gordon Hughes: University of Edinburgh

No 373, CEIS Research Paper from Tor Vergata University, CEIS

Abstract: xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fixed- and random- effects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full compatibility with the mi suite of commands, to use spatial weight matrices in the form of both Stata matrices and spmat objects, to compute direct, indirect and total effects according to the procedure outlined in LeSage and Pace (2009), and to exploit a wide range of postestimation features, extending to the panel data case the predictors proposed by Kelejian and Prucha (2007). This paper describes the command and all its functionalities using both simulated and real data.

Keywords: st000; spatial analysis; panel data; maximum likelihood estimation. (search for similar items in EconPapers)
JEL-codes: C23 C33 C87 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2016-03-25, Revised 2016-07-28
New Economics Papers: this item is included in nep-geo and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (42)

Downloads: (external link)
https://ceistorvergata.it/RePEc/rpaper/RP373.pdf Main text (application/pdf)

Related works:
Journal Article: Spatial panel-data models using Stata (2017) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rtv:ceisrp:373

Ordering information: This working paper can be ordered from
CEIS - Centre for Economic and International Studies - Faculty of Economics - University of Rome "Tor Vergata" - Via Columbia, 2 00133 Roma
https://ceistorvergata.it

Access Statistics for this paper

More papers in CEIS Research Paper from Tor Vergata University, CEIS CEIS - Centre for Economic and International Studies - Faculty of Economics - University of Rome "Tor Vergata" - Via Columbia, 2 00133 Roma. Contact information at EDIRC.
Bibliographic data for series maintained by Barbara Piazzi ().

 
Page updated 2025-03-24
Handle: RePEc:rtv:ceisrp:373