Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances

dc.creatorDrukker, David M.
dc.creatorPrucha, Ingmar R.
dc.creatorRaciborski, Rafal
dc.date2017-04-01T19:26:59Z
dc.date.accessioned2026-07-09T10:43:14Z
dc.descriptionWe describe the spreg 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.
dc.identifierOther:st0291
dc.identifierdoi:10.22004/ag.econ.243190
dc.identifierhttps://ageconsearch.umn.edu/record/243190/files/sjart_st0291.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/243190
dc.identifier.urihttp://hdl.handle.net/123456789/621372
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/243190
dc.titleMaximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
dc.typeText

Archivos