DEVELOPED | 1999 |
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 (225)-578-6256 USA kelley(at)pace.am |
PLATFORM | Windows |
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 References: 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. |