"A ’Dual’ Gravity Model: Using Spatial Econometrics to control for multilateral resistance", with K. Behrens and W. Koch, Journal of Applied Econometrics, forthcoming, 2011.

The mathematical appendix, data and Matlab codes may be downloaded from the Journal of Applied Econometrics Data Archive.

 

Matlab codes to estimate a fixed effects spatial panel data model based on the methodology developed by Lung-Fei Lee and Jihai Yu (Journal of Econometrics, 2009, 154, 165-185) and to test for spatial autocorrelation with the LM and LR tests developed in this paper are provided here. The codes are designed for small samples.

In order to run our codes, two steps are required.

You first need to download the spatial econometrics toolbox of James LeSage and install it in the Matlab path. Then you can extract our toolbox and install it in the Matlab path.
We strongly suggest you to put it above the LeSage's toolbox in the matlab path since the prt.m function we provide is an extension of the one of James LeSage and includes all his functions to print the output.

Data and Matlab codes may be downloaded from the Journal of Applied Econometrics Data Archive.

Replication of the results requires first downloading and installing the toolboxes developed by James LeSage and Kelly Pace in the Matlab path. The sar.m code initially elaborated by James LeSage should also be replaced by the one provided here.