SDPDmod

MaRDI QIDQ77667CRANFDO

Authors Rozeta Simonovska

Last update 6 September 2026

Copyright license GNU General Public License

Software version identifier 0.0.2, 0.0.3, PACKAGES.rds, 0.0.1, 0.0.4, 0.0.5, 0.0.6, 0.0.7, 0.0.8

Description

Spatial model calculation for static and dynamic panel data models, weights matrix creation and Bayesian model comparison. Bayesian model comparison methods were described by 'LeSage' (2014) <doi:10.1016/j.spasta.2014.02.002>. The 'Lee'-'Yu' transformation approach is described in 'Yu', 'De Jong' and 'Lee' (2008) <doi:10.1016/j.jeconom.2008.08.002>, 'Lee' and 'Yu' (2010) <doi:10.1016/j.jeconom.2009.08.001> and 'Lee' and 'Yu' (2010) <doi:10.1017/S0266466609100099>.

Cites work

• A spatial dynamic panel data model with both time and individual fixed effects
• Estimation of spatial autoregressive panel data models with fixed effects
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
• Spatial econometric panel data model specification: A Bayesian approach

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