[R-sig-Geo] GMM-2SLS estimation in spdep

[Roger Bivand]

On Mon, 25 Jun 2012, Pelin Akçagün wrote:

> Dear list users,
>
>
>> From the package spdep, I understood that GMM-2SLS procedure can be applied
> to spatial cross-sectional regression models (without heteroscedastic
> innovations) as in the following and I wonder if I get it correct:

You seem to be in a hurry, try not to repeat questions, patience can help. 
The functions you mention have help pages, and you always have the 
function code if you are in doubt. You are expected to provide sample code 
for your question - did you consider that? You do not mention the sphet 
package, or its vignette and JSS article by Gianfranco Piras, perhaps you 
should look at those too?

Roger

>
> -  ?gstsls? (generalized spatial two stage least squares) command for SARAR
> (SAC) models
>
> - ?stsls? (spatial two stage least squares) command for spatial lag models
>
> - ?GMerrorsar? command for spatial error model.
>
> I wonder if each command -with some alterations- can be used
> interchangeably. In particular, is there a way to directly estimate a GM
> process for SARAR and spatial lag models? Or if not, do they use the same
> methodology with S2SLS (as in Kelejian and Prucha 1998, 1999)?
>
>
> Thanks in advance,
>
> Best regards,
>
>
> Pelin Akcagun
>
> Middle East Technical University
>
> Turkey
>
> 	[[alternative HTML version deleted]]
>
>

-- 
Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no