SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models

Emad Shehata and Sahra Mickaiel

Statistical Software Components from Boston College Department of Economics

Abstract: spregdpd estimate Spatial Panel Arellano-Bond Linear Dynamic Regression Models for both Spatial Lag and Durbin models spregdpd calculates Spatial Autocorrelation, Non Normality, Heteroscedasticity, and Marginal Effects and Elasticities, spregdpd can fit continuous and truncated dependent variables models.

Language: Stata
Requires: Stata version 11
Keywords: Regression; Spatial; Panel; Cross Sections; Linear Dynamic Panel Regression; Han-Philips (2010) Linear Dynamic Panel Regression; Arellano-Bond Linear Dynamic Panel Regression; Arellano-Bond (1991) Linear Dynamic Panel Regression; Arellano-Bover/Blundell-Bond (1995; 1998) System Panel Regression; Direct Marginal Effects; Elasticities; Random-Effects (RE); Fixed-Effects (FE); Between-Effects (BE); Moran MI Spatial Error Test; Spatial Panel Aautocorrelation Tests; Panel Heteroscedasticity Tests; Panel Non Normality Tests; Spatial Lag Panel Model; Spatial Durbin Panel Model (search for similar items in EconPapers)
Date: 2012-08-14, Revised 2013-03-21
Note: This module should be installed from within Stata by typing "ssc install spregdpd". 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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Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/spregdpd.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregdpd.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregdpd.dlg dialog file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregdpd.do sample code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spregdpd.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/SPWxt.dta sample data file (application/x-stata)

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