TSP and STATA Programs

Harry H. Kelejian and Ingmar R. Prucha

Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations

Journal of Econometrics 118, 2004, 27-50. [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:
- PROGRAM4 [tsp file]
- GMPROC1 [tsp file]
- TSLSPROC4 [tsp file]
- FGS3SLSPROC [tsp file]
STATA Programs:
- PROGRAM4 [do file]
- GMPROC1 [do file]
- TSLSPROC4 [do file]
- FGS3SLSPROC [do file]
Output:
- TSP [out file]
- STATA [log file]