Estimation of spatial probit models is as far as I know not implemented
functions in the spdep package of R. I am looking for a scripting that
handles both endogeneity and heteroscedasticity in spatial probit
models. This estimator was first suggested by Case (1992). If someone
could provide me with such an R-script I would be most grateful.
Moreover I would be interested in obtaining script for the Moran Test
(an its LM counterparts) for spatial probit models (Pinkse and Slade
(1998) and Kelejian and Prucha
(2001)).
If someone knows other software that can carry out these estimations I
would appreciate it someone could point that out to me.
Regards,
Jon Fiva (jon.fiva@svt.ntnu.no)
Case A.C. 1992. Neighborhood influence and technological change,
Regional Science
and Urban Economics, 22: 491-508.
Kelejian H.H. and Prucha I.R. 2001. On the asymptotic distribution of
the Moran I
test statistic with applications, Journal of Econometrics, 104: 219-257.
Pinkse J. and SladeM.E. 1998. Contracting in space: An application of
spatial statistics
to discrete-choice models, Journal of Econometrics, 85: 125-154.
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