Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances. (July 2013)
- Record Type:
- Journal Article
- Title:
- Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances. (July 2013)
- Main Title:
- Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances
- Authors:
- Drukker, David M.
Prucha, Ingmar R.
Raciborski, Rafal - Abstract:
- We describe thespreg 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.
- Is Part Of:
- Stata journal. Volume 13:Number 2(2013)
- Journal:
- Stata journal
- Issue:
- Volume 13:Number 2(2013)
- Issue Display:
- Volume 13, Issue 2 (2013)
- Year:
- 2013
- Volume:
- 13
- Issue:
- 2
- Issue Sort Value:
- 2013-0013-0002-0000
- Page Start:
- 221
- Page End:
- 241
- Publication Date:
- 2013-07
- Subjects:
- st0291 -- 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
Statistics -- Periodicals
Statistics -- Computer programs -- Periodicals
001.422 - Journal URLs:
- http://www.sagepublications.com/ ↗
https://journals.sagepub.com/home/stj ↗ - DOI:
- 10.1177/1536867X1301300201 ↗
- Languages:
- English
- ISSNs:
- 1536-867X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25560.xml