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  • Spatial Econemetrics

    Hi,
    Can anyone help me with the stata command for Spatial Durbin panel model (SDM for Fixed effect panel regression) using gs2sls estimation method? I am using stata15/IC and have T=2 and N=3982.

    Thanks,

    Harry

  • #2
    What do you mean? Do you want to know the routine?

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    • #3
      Hi,
      I am looking for the command to run SDM for panel data. I have tried spxtregress and XSMLE command for SDM but it uses Maximum likelihood estimation technique only.
      For cross sectional data, SDM uses GS2SLS estimation technique but I did not find GS2SLS estimation command for the panel data.

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      • #4
        Code:
         ssc install gs2slsxt
        see also here
        Last edited by Amin Sofla; 25 May 2018, 04:19.

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