This page contains downloadable STATA .ado files to implement the spatial GMM estimators discussed in my paper: "GMM Estimation with Cross Sectional Dependence." Once they have been downloaded to your working directory, these STATA .ado files can be used just like built-in STATA commands. These ado files will estimate linear models and a limited dependent variable model where the conditional expectation of a binary variable is a logistic function of an index — a 'logit with spatial correlation'.
This is an algorithm to obtain coordinates of points in a Euclidean space (of pre-specified dimension) whose interpoint distances approximate a given (potentially non-Euclidean)distance matrix.
All of the 12 Stat v6.0 files listed above in a .zip file: