TSP and STATA Programs

Harry H. Kelejian and Ingmar R. Prucha

A Generalized Spatial Two-Stage Least Squares Procedures for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

Journal of Real Estate Finance and Economics, 17, 1998, 99-121. [pdf file]

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

Description of Programs [pdf file]

Data Used:

TSP Programs:

STATA Programs:

Output: