SDPDmod

Spatial Dynamic Panel Data Modeling

CRAN Package

Spatial model calculation for static and dynamic panel data models, weights matrix creation and Bayesian model comparison. Bayesian model comparison methods were described by 'LeSage' (2014) doi:10.1016/j.spasta.2014.02.002. The 'Lee'-'Yu' transformation approach is described in 'Yu', 'De Jong' and 'Lee' (2008) doi:10.1016/j.jeconom.2008.08.002, 'Lee' and 'Yu' (2010) doi:10.1016/j.jeconom.2009.08.001 and 'Lee' and 'Yu' (2010) doi:10.1017/S0266466609100099.


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