To whom it may concern
In panel spatial econometrics, there is a cohort of 6 spatial econometric models using panel data.

In particular, there is global and local models.

Estimates steps may be(if not please correct):

1) OLS panel model.

2) Spatial Weight Matrice

3) Tests of spatial autocorrelation( Lagrange Multiplier - LMERR and LMLAG).

4) Computing of global models ( SARAR (p, q) or (SAC), SAR, SDM)

5) Computing of local models (SEM, SLX and SDEM)

6) Computing of selection tests such as Hausman test, AIC, and so on to choose the correct model specification.

Would you mind providing me with an example and complete do.file of these 6 steps?

Stata users your different contributions are welcome.

Regards,

Vedrij Elysabeth