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
Stata Journal, 2013, vol. 13, issue 2, 23
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.
Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
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Journal Article: Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:stataj:243190
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