spldv

Spatial Models for Limited Dependent Variables

CRAN Package

The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators . It supports one-step (Pinkse and Slade, 1998) and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) . It also allows for either Probit or Logit model and compute the average marginal effects. All these models are presented in Sarrias and Piras (2023) .

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  • Depends1 package
  • Imports11 packages
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