Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
复制标题
DOI：
10.1177/1536867x1301300201
复制
发表时间：
2013-01-01
期刊：
影响因子：
4.8
通讯作者：
Raciborski, Rafal
中科院分区：
文献类型：
--
作者：
Drukker, David M.;Prucha, Ingmar R.;Raciborski, Rafal
我们描述了 spreg 命令，它为具有空间自回归扰动的线性横截面空间自回归模型的参数实现了最大似然估计器和广义空间两阶段最小二乘估计器。
We 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.