Spatial Models for Limited Dependent Variables

The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators . It supports one-step (Pinkse and Slade, 1998) and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) . It also allows for either Probit or Logit model and compute the average marginal effects. All these models are presented in Sarrias and Piras (2023) .