《《it13_belotti_hughes_mortari》.pdf

Motivation The xsmle command Examples References xsmle - A Command to Estimate Spatial Panel Data Models in Stata Federico Belotti? , Gordon Hughes , Andrea Piano Mortari? ? CEIS, University of Rome Tor Vergata School of Economics, University of Edinburg. 2013 Italian Stata Users Group Meeting Florence, November 14 2013 Belotti, Hughes, Piano Mortari xsmle - Spatial Panel Data Models in Stata Outline 1 Motivation 2 The xsmle command Options common to all spatial models The weighting matrix Models’ specific options xsmle postestimation command 3 Examples Estimation Postestimation Testing Motivation The xsmle command Examples References A general specification for Spatial Panel models: n K K n y = ↵ + ⌧ y + ⇢ X w y + X x + X X w x ✓ + it it 1 ij jt itk k ij jtk k j =1 k=1 k=1 j =1 + µi + t + ⌫it