I'm working on regional growth for which I have adopted a spatial dynamic panel model. Can anybody suggest how to estimate it in STATA ?

15 December 2014 0 6K Report

I tried using Spatial Durbin Arellano-Bover/Blundell-Bond (1995, 1998), but the 'spregdpd' optin doesn't include the spatial lag of the dependent variable and lagged dependent variable. And also it doesn't give the direct and indirect effect or short term and long term effects. Would someone please help clarify my doubts and also suggest some empirical papers adopting the Spatial Durbin Arellano-Bover/Blundell-Bond (1995, 1998) with sufficient explanation on these issues to help my understanding?

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