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SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models

Author

Listed:
  • Emad Abd Elmessih Shehata

    (Agricultural Economics Research Institute, Egypt)

  • Sahra Khaleel A. Mickaiel

    (Cairo University, Faculty of Agriculture, Egypt)

Programming Language

Stata

Abstract

spregdpd estimate Spatial Panel Arellano-Bond Linear Dynamic Regression Models for both Spatial Lag and Durbin models spregdpd calculates Spatial Autocorrelation, Non Normality, Heteroscedasticity, and Marginal Effects and Elasticities, spregdpd can fit continuous and truncated dependent variables models.

Suggested Citation

  • Emad Abd Elmessih Shehata & Sahra Khaleel A. Mickaiel, 2012. "SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models," Statistical Software Components S457506, Boston College Department of Economics, revised 21 Mar 2013.
    • Handle: RePEc:boc:bocode:s457506
    Note: This module should be installed from within Stata by typing "ssc install spregdpd". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/spregdpd.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spregdpd.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spregdpd.dlg
    File Function: dialog file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spregdpd.do
    File Function: sample code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spregdpd.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/SPWxt.dta
    File Function: sample data file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Leonardo Chaves Borges Cardoso & Maurício Vaz Lobo Bittencourt & Alexandre Alves Porsse, 2014. "Demanda Por Combustíveis Leves No Brasil: Uma Abordagem Utilizando Painéis Espaciais Dinâmicos," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 194, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Mendieta Ossio, Pablo, 2018. "A Regional Landscape of Bolivian Economic Growth," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 31, pages 78-99, May.

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