spldv

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.