期刊
STATA JOURNAL
卷 13, 期 2, 页码 287-301出版社
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X1301300203
关键词
st0293; spivreg; spatial-autoregressive models; Cliff-Ord models; generalized spatial two-stage least squares; instrumental-variable estimation; generalized method of moments estimation; spatial econometrics; spatial statistics
资金
- National Institutes of Health through the SBIR [R43 AG027622, R44 AG027622]
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 (1998, Journal of Real Estate Finance and Economics 17: 99-121; 1999, International Economic Review 40: 509-533; 2004, Journal of Econometrics 118: 27-50; 2010, Journal of Econometrics 157: 53-67); Arraiz et al. (2010, Journal of Regional Science 50: 592-614); and Drukker, Egger, and Prucha (2013, Econometric Reviews 32: 686-733).
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