Dynamic Spatial Panel Data Models in R
Dear Meshry You can use the INLA package for this model class. You can start with the paper (in this link https://www.sciencedirect.com/science/article/pii/S0167947311003999) and books from the INLA web site at http://www.r-inla.org Elias On Thu, 21 Oct 2021 at 16:21, El Mechry El Koudouss <eelkoudouss at fordham.edu> wrote:
Dear readers,
Is anyone here aware of an R package that is able to estimate dynamic
spatial panel data models? I am aware of the existence of some MATLAB
routines that are able to do this but I am not that familiar with MATLAB.
Your recommendations would be greatly appreciated.
Thanks
--
El Mechry, El Koudouss (Meshry)
Graduate Research Assistant
Center for International Policy Studies
Fordham University
Department of Economics
Website: www.meshry.com
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