Hi everyone,
I am willing to study wether there is any spatial spillover in my data. To do so I am planning to use the sp- package.
However I am facing a problem: my data are both panel and have an endogenous variable. For what I have understood from "STATA SPATIAL AUTOREGRESSIVE MODELS REFERENCE MANUAL" the package allow to run spxtreg or spivreg, but does not offer a way do to both of them. There is some way to implement "xtivreg" taking into account also the spatial nature of the data?