We would like to thank James Lesage(http://www.econ.utoledo.edu/~lesage) for making his spatial econometrics matlab toolbox available on the web. The work is sponsored in part by the United States Army High Performance Computing Reserach Center under the auspices of the Department of the Army, Army Research Laboratory Cooperative Agreement No. DAAH04-95-2-0003 and Contract No. DAAH04-95-C-0008, the contents of which do not necessarily reflect the position or the policy of government; no official endorsment shoudl be inferred. This work is also supported, in part, by the National Science Foundation under Grant No. 9631539.