Hello,

I am aiming to run an SLX or and SDEM local spillover type spatial model and I 
am looking for advice on existing methods and their implementations. 

I have a panel data with about 30 years of observation and nested spatial 
structure (such as US counties within US states). I would ideally like to 
account for both the hierarchical structure of the data as well as the time 
component. 

I understand that hierarchical spatial econometric models are well established 
(for example, as per Lacombe & McIntyre (2016)), but I struggle to find any 
prior reference that combines the nested/hierarchical structure with spatial 
panel data with a longitudinal component.

I am curious if someone could point me to where I might want to look for a 
solution and any existing software implementation in R. Alternatively, ignoring 
the temporal component, is it possible to specify a multi-level model within 
the splm R package for SDEM type process? 


Many thanks in advance.

Best,
Denys

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