TSP and STATA Programs

Mudit Kapoor, Harry H. Kelejian and Ingmar R. Prucha

Panel Data Models with Spatially Correlated Error Components

Journal of Econometrics, 140, 2007, 97-130. [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:
- PROGRAM3 [tsp file]
- GMPROC3 [tsp file]
- GLSPROC3 [tsp file]
STATA Programs:
- PROGRAM3 [do file]
- GMPROC3 [do file]
- GLSPROC3 [do file]
Output TSP:
- PROGRAM3(L1) [out file]
- PROGRAM3(L2) [out file]
- PROGRAM3(L3) [out file]
Output STATA:
- PROGRAM3(L1) [log file]
- PROGRAM3(L2) [log file]
- PROGRAM3(L3) [log file]