Scholarlink

<p>Spatial dynamic panel models are widely used in econometrics and other fields. However, the applications in R have been limited. The R package SDPDmod aims to fill this gap. SDPDmod enables the modeling of spatial dynamic panel data with fixed effects using a quasi-maximum likelihood (QML) estimation for a spatial autoregressive (SAR) model. Furthermore, it provides model selection based on Bayesian log-marginal posterior probabilities and a calculation of different types of spatial weights matrices. Package functionality, as well as numerical comparison to other software is shown in this paper.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

SDPDmod: An R Package for Spatial Dynamic Panel Data Modeling

  • 期刊论文

  • 发表日期：

    2025年7月23日

查看全文
  • Rozeta Simonovska

摘要

Spatial dynamic panel models are widely used in econometrics and other fields. However, the applications in R have been limited. The R package SDPDmod aims to fill this gap. SDPDmod enables the modeling of spatial dynamic panel data with fixed effects using a quasi-maximum likelihood (QML) estimation for a spatial autoregressive (SAR) model. Furthermore, it provides model selection based on Bayesian log-marginal posterior probabilities and a calculation of different types of spatial weights matrices. Package functionality, as well as numerical comparison to other software is shown in this paper.