This paper by Roger Bivand and Gianfranco Piras compares the implementation of estimation methods for spatial econometrics across different software packages: MATLAB, Stata, Python with PySAL, and R. The authors use a cross-sectional US county dataset to evaluate the performance of these implementations, focusing on generalized method of moments (GMM) and maximum likelihood (ML) methods. They highlight the importance of consistent linear algebra output and numerical optimization techniques in ensuring accurate results. The study also examines the handling of spatial weights, the presence of endogenous variables, and the estimation of spatial autoregressive models. The results show that while there are minor differences in the estimates, the overall agreement among the implementations is high, confirming their reliability for spatial econometric analysis. The paper provides a comprehensive review of the current state of spatial econometric software and offers insights into the specific features and limitations of each implementation.This paper by Roger Bivand and Gianfranco Piras compares the implementation of estimation methods for spatial econometrics across different software packages: MATLAB, Stata, Python with PySAL, and R. The authors use a cross-sectional US county dataset to evaluate the performance of these implementations, focusing on generalized method of moments (GMM) and maximum likelihood (ML) methods. They highlight the importance of consistent linear algebra output and numerical optimization techniques in ensuring accurate results. The study also examines the handling of spatial weights, the presence of endogenous variables, and the estimation of spatial autoregressive models. The results show that while there are minor differences in the estimates, the overall agreement among the implementations is high, confirming their reliability for spatial econometric analysis. The paper provides a comprehensive review of the current state of spatial econometric software and offers insights into the specific features and limitations of each implementation.