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st: new package -xsmle- available on SSC


From   Federico Belotti <f.belotti@gmail.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   st: new package -xsmle- available on SSC
Date   Mon, 25 Mar 2013 23:08:35 +0100

Dear Stata listers

Thanks to Kit Baum, the new package -xsmle- is now installable from SSC.

TITLE
      'XSMLE': module for spatial panel data models estimation

DESCRIPTION/AUTHOR(S)
      
      Econometricians have begun to devote more attention to spatial
      interactions when carrying out applied econometric studies. We
      provide the new Stata command -xsmle-, which fits fixed and
      random-effects spatial models for balanced panel data for a wide
      range of specifications: Spatial Autoregressive Model (SAR),
      Spatial Error Model (SEM), Spatial Durbin Model (SDM), Spatial
      Autoregressive Model with Autoregressive Disturbances (SAC),
      Generalized Spatial Random-effects Model (GSPRE). -xsmle- allows
      to specify the weighting matrix as a Stata matrix or a -spmat-
      object. Furthermore, -xsmle- computes direct, indirect and total
      spatial effects according to LeSage (2008), implements Lee and Yu
      (2010) data transformation for fixed-effects models and may be
      used with the -mi- prefix command when the panel is unbalanced.
      
      KW: spatial models
      KW: panel data
      KW: spatial autoregression
      
      Requires: Stata version 10
      
      Distribution-Date: 20130317
      
      Author: Federico Belotti, University of Rome Tor Vergata
      Support: email federico.belotti@uniroma2.it
      
      Author: Gordon Hughes, University of Edinburgh
      Support: email ghughes1@clara.co.uk
      
      Author: Andrea Piano Mortari, University of Rome Tor Vergata
      Support: email andreapm@gmail.com


-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: federico.belotti@uniroma2.it
web: http://www.econometrics.it

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