Publication

Maximum-Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances

David M. Drukker, Ingmar Prucha, and Rafal Raciborski , Stata Journal 13(2) , 221-241 , January 2013.
Abstract:

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.

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