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

By D. Drukker, Ingmar R. Prucha, Rafal Raciborski. 2013

215 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/368fc4ddb2fbd2605c90d414331bb17c1c50bdb6

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In Economics and Econometrics

Citations in the corpus

Is farmer-to-farmer extension effective? The impact of training on technology adoption and rice farming productivity in Tanzania (2018, methodology): “13 The model estimation was handled by STATA codes as illustrated by Drukker, Prucha, and Raciborski (2013).”
A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables (2013, methodology): “Drukker, Prucha, and Raciborski (2013) discuss the spreg command, which implements estimators for the model when the RHS variables are a spatial lag of the dependent variable, exogenous variables, and spatial lags of the exogenous variables.”
Comparing Implementations of Estimation Methods for Spatial Econometrics (2015, methodology): “The reason is that in their original contribution Kelejian and Prucha (1999) Moving now to the three implementations that are based on Drukker et al. (2013) moment conditions, we observe that, while Stata and spreg (available from R ) present exactly the same results, some distinctions are observed…”
State history and economic development: evidence from six millennia (2017, unknown): “The typical approach, which we also adopt, is the maximum likelihood estimator from Drukker et al. (2013), implemented in Stata through the spreg command.”
Spatial Panel-data Models Using Stata (2017, methodology): “The methods implemented in this command are the panel data extension of those available in Kelejian and Prucha (2007) and Drukker et al. (2013c).”
On the determinants of Airbnb location and its spatial distribution (2019, methodology): “Thus, dy/dx depends on W structure and direct and indirect effects can be disentangled (Drukker et al., 2013b).”