[面板数据求助] STATA 能否用于估计及检验SPATIAL PANELS(空间面板模型)? [推广有奖]

21楼

andyzhou8622629 发表于 2012-8-29 21:50:01

学习学习

22楼

一点江湖 发表于 2013-7-23 23:09:11

同求

23楼

tonatoyang 发表于 2013-10-1 17:14:58

*** Spatial Econometrics Regression Models:

--------------------------------------------------------------------------------
*** (1) Spatial Panel Data Regression Models:
spregxt    Spatial Panel Regression Econometric Models: Stata Module Toolkit
gs2slsxt    Generalized Spatial Panel 2SLS Regression
gs2slsarxt Generalized Spatial Panel Autoregressive 2SLS Regression
spglsxt    Spatial Panel Autoregressive Generalized Least Squares Regression
spgmmxt    Spatial Panel Autoregressive Generalized Method of Moments Regression
spmstarxt (m-STAR) Spatial Lag Panel Models
spmstardxt (m-STAR) Spatial Durbin Panel Models
spmstardhxt  (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
spmstarhxt (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
spregdhp    Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models
spregdpd    Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models
spregfext Spatial Panel Fixed Effects Regression: Lag & Durbin Models
spregrext Spatial Panel Random Effects Regression: Lag & Durbin Models
spregsacxt MLE Spatial AutoCorrelation Panel Regression (SAC)
spregsarxt MLE Spatial Lag Panel Regression (SAR)
spregsdmxt MLE Spatial Durbin Panel Regression (SDM)
spregsemxt MLE Spatial Error Panel Regression (SEM)
--------------------------------------------------------------------------------
*** (2) Spatial Cross Section Regression Models:
spregcs    Spatial Cross Section Regression Econometric Models: Stata Module Toolkit
gs2sls    Generalized Spatial 2SLS Cross Sections Regression
gs2slsar    Generalized Spatial Autoregressive 2SLS Cross Sections Regression
gs3sls    Generalized Spatial Autoregressive 3SLS Regression
gs3slsar    Generalized Spatial Autoregressive 3SLS Cross Sections Regression
gsp3sls    Generalized Spatial 3SLS Cross Sections Regression
spautoreg Spatial Cross Section Regression Models
spgmm       Spatial Autoregressive GMM Cross Sections Regression
spmstar    (m-STAR) Spatial Lag Cross Sections Models
spmstard    (m-STAR) Spatial Durbin Cross Sections Models
spmstardh (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections Models
spmstarh    (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models
spregsac    MLE Spatial AutoCorrelation Cross Sections Regression (SAC)
spregsar    MLE Spatial Lag Cross Sections Regression (SAR)
spregsdm    MLE Spatial Durbin Cross Sections Regression (SDM)
spregsem    MLE Spatial Error Cross Sections Regression (SEM)
--------------------------------------------------------------------------------
*** (3) Tobit Spatial Regression Models:

*** (3-1) Tobit Spatial Panel Data Regression Models:
sptobitgmmxt Tobit Spatial GMM Panel Regression
sptobitmstarxtTobit (m-STAR) Spatial Lag Panel Models
sptobitmstardxtTobit (m-STAR) Spatial Durbin Panel Models
sptobitmstardhxtTobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
sptobitmstarhxtTobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
sptobitsacxt Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression
sptobitsarxt Tobit MLE Spatial Lag Panel Regression
sptobitsdmxt Tobit MLE Spatial Panel Durbin Regression
sptobitsemxt Tobit MLE Spatial Error Panel Regression
spxttobit Tobit Spatial Panel Autoregressive GLS Regression
--------------------------------------------------------------
*** (3-2) Tobit Spatial Cross Section Regression Models:
sptobitgmm Tobit Spatial GMM Cross Sections Regression
sptobitmstar Tobit (m-STAR) Spatial Lag Cross Sections Models
sptobitmstardTobit (m-STAR) Spatial Durbin Cross Sections Models
sptobitmstardhTobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections
sptobitmstarhTobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections
sptobitsac Tobit MLE AutoCorrelation (SAC) Cross Sections Regression
sptobitsar Tobit MLE Spatial Lag Cross Sections Regression
sptobitsdm Tobit MLE Spatial Durbin Cross Sections Regression
sptobitsem Tobit MLE Spatial Error Cross Sections Regression
--------------------------------------------------------------------------------
*** (4) Spatial Weight Matrix:
spcs2xt    Convert Cross Section to Panel Spatial Weight Matrix
spweight    Cross Section and Panel Spatial Weight Matrix
spweightcs Cross Section Spatial Weight Matrix
spweightxt Panel Spatial Weight Matrix
--------------------------------------------------------------------------------

潜龙勿用