Spatial econometrics library

The spatial econometrics library consists of functions already included as part of the econometrics toolbox in the directory named spatial. These functions implement maximum likelihood, Bayesian and IV/GMM estimation of a host of spatial econometric models.

The estimation functions rely on the SPARSE matrix facilities in MATLAB to solve large problems quickly. A separate manual exists along with a unix tar file containing spatial datasets and examples from the manual (see below for downloading).

There are also spatial econometrics learning materials developed under the auspices of the Regional Research Institute at West Virginia Univeristy for the Web Book of Regional Science.

Documentation for spatial econometrics library functions

Download manual Acrobat PDF file (updated 9/99)

Learning materials for spatial econometrics

Download PDF file (200 pages) (updated 12/98)
download zip file with spatial datasets (updated 1/2009)