|AUTHOR|| Kelley Pace
LREC Endowed Chair of Real Estate
2164B CEBA, Department of Finance
E.J. Ourso College of Business
Louisiana State University
Baton Rouge, LA 70803-6308
|PURPOSE||This collection of files (Fortran 90 source code and PC executable files) implements the fast maximum likelihood computations for large numbers of observations|
|FUNCTIONS||The package estimates mixed regressive spatially autoregressive models|
|CODES||Fortran 90 codes available|
|TIP||Related papers and other software are available on the author's web page.|
|HOMEPAGE|| Home: www.spatial-statistics.com
Barry, Ronald, and R. Kelley Pace, "A Monte Carlo Estimator of the Log Determinant of Large Sparse Matrices," Linear Algebra and its Applications, Volume 289, Number 1-3, 1999, p. 41-54.
Pace, R. Kelley, "Performing Large-Scale Spatial Autoregressions," Economics Letters, Volume 54, Number 3, 1997, p. 283-291.
Pace, R. Kelley, and Ronald Barry, "Quick Computation of Regressions with a Spatially Autoregressive Dependent Variable," Geographical Analysis, Volume 29, Number 3, July 1997, p. 232-247.
Pace, R. Kelley, and Ronald Barry, Sparse Spatial Autoregressions, Statistics and Probability Letters, Volume 33, Number 3, May 5 1997, p. 291-297.