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

David Drukker, Ingmar Prucha and Rafal Raciborski ()

Stata Journal, 2013, vol. 13, issue 2, 221-241

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. Copyright 2013 by StataCorp LP.

Keywords: spreg; spatial-autoregressive models; Cliff–Ord models; maximum likelihood estimation; generalized spatial two-stage least squares; instrumental- variable estimation; generalized method of moments estimation; prediction; spatial econometrics; spatial statistics (search for similar items in EconPapers)
Date: 2013
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