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. <[email protected]>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,
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