Dear community,

Almost 7 years ago there was a question on panel SDM model impacts, as run 
following the models in splm package.

The answer given by Roger Bivand then was that there is no built-in function 
for inference of SDM and SDEM impacts available and instead the impacts could 
be derived by following a stepwise process using dense weight matrices 
multiplying the inv(I - rho*W) matrix and the respective model coefficients, 
differently for Durbin and non-Durbin covariates.

I would like to follow up with 2 more questions. As I did not find any, I am 
assuming there is still no built-in package function implementation for panel 
spatial Durbin and Durbin error impacts:
1) Would this solution work the same way for panel SDEM specification (that is, 
for the Durbin, local spillover effect only)?
2) How could one generate the p-values for the direct, indirect, and total 
impacts using this method, as given by spdep::impacts() output for SAR and SLX 
models? Would one need to run some form of simulations?

Thank you very much.

Denys Dukhovnov

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