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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

Stata Journal, 2013, vol. 13, issue 2, 23

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.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Date: 2013
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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) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ags:stataj:243190

DOI: 10.22004/ag.econ.243190

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