GS3SLS: Stata module to estimate Generalized Spatial Three Stage Least Squares (3SLS)

Emad Shehata

Statistical Software Components from Boston College Department of Economics

Abstract: gs3sls estimates Generalized Spatial Three Stage Least Squares (3SLS)

Language: Stata
Requires: Stata version 11
Keywords: spatial; panel; regression; GS2SLS; GS3SLS; Generalized Spatial 2SLS Model; Generalized Spatial 3SLS Model; Generalized Spatial Autoregressive 2SLS Model (GS2SLSAR); Generalized Spatial Autoregressive 3SLS Model (GS3SLSAR); Spatial Autoregressive Generalized Least Squares (SPGLS) (search for similar items in EconPapers)
Date: 2011-12-29, Revised 2013-03-21
Note: This module should be installed from within Stata by typing "ssc install gs3sls". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gs3sls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3sls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3sls.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gs3sls.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/gs3sls1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/gs3sls2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/gs3sls3.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs1.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWcs3.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/gs3sls.do sample do-file (text/plain)

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