A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables

• Autores: David M. Drukker, Ingmar R. Prucha, Rafal Raciborski
• Localización: The Stata journal, ISSN 1536-867X, Vol. 13, Nº. 2, 2013, págs. 287-301
• Idioma: inglés
• DOI: 10.1177/1536867x1301300203
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• Dialnet Métricas: 1 Cita
• Resumen

  • We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the literature cited in Kelejian and Prucha