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spldv (Q109372)

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Spatial Models for Limited Dependent Variables
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spldv
Spatial Models for Limited Dependent Variables

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    0.1.1
    9 May 2022
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    0.1.0
    22 March 2022
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    0.1.2
    22 September 2023
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    0.1.3
    11 October 2023
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    11 October 2023
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    The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators <doi:10.18637/jss.v107.i08>. It supports one-step (Pinkse and Slade, 1998) <doi:10.1016/S0304-4076(97)00097-3> and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) <doi:10.1198/073500107000000188>. 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) <doi:10.1016/j.jocm.2023.100432>.
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