The GeoDaSpace software by Luc Anselin and company at AZ State has a new update, correcting some bugs, etc. If you’re not familiar with this free software, check it out at the GeoDa Center. It does “Spatial econometrics (lag and error, endogenous variables, HAC, robust standard errors, spatial regimes)”. The website is: https://geodacenter.asu.edu/software.
The following models are available in the GeoDaSpace alpha release based on these recent references :
• GM/GMM spatial error
• GM/GMM spatial lag
• GM/GMM spatial lag and error
with options for:
• spatial and non-spatial diagnostics
• non-spatial endogenous variables
and these spatial weights:
• distance (bands, knn, inverse distance)
Download the GeoDaSpace alpha release here.