Spatial panel Durbin model
On Mon, 15 Jul 2013, Juan Tomas Sayago Gomez wrote:
Hi, package spdep, when you use the command lagsarlm select the option type
mixed.
install.packages("spdep")
library(spdep)
?lagsarlm
Right for cross-section models, but the question was about spatial panel models. In that case. it may be necessary to construct the spatial lags manually, and add them to the model to be estimated (by ML, for GM you risk difficulties with instruments). Roger
Best, Juan On Sun, Jul 14, 2013 at 11:54 PM, Chen, Xi Prof. <Xi.Chen at quinnipiac.edu>wrote:
Hi, Is there a package that can run spatial panel durbin model in r? Thanks.
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Roger Bivand Department of Economics, NHH Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no