TSP and STATA Programs

Harry H. Kelejian and Ingmar R. Prucha

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

International Economic Review, 40, 1999, 509-533. [pdf file]

Please see the qualifier on the referring page concerning the use of the sample programs.

Description of Programs [pdf file]
Data Used:
- Spatial Weighting Matrix [dat file]
- Dependent and Exogenous Variables [dat file]
TSP Programs:
- PROGRAM1 [tsp file]
- GMPROC1 [tsp file]
- VGMPROC1 [tsp file]
- GLSPROC1 [tsp file]

STATA Programs:

Output: