splm : Spatial Panel Data Models in R

splm : Spatial Panel Data Models in R

splm is an R package for the estimation and testing of various spatial panel data specifications. We consider the implementation of both maximum likelihood and generalized moments estimators in the context of xed as well as random effects spatial panel data models. This paper is a general descriptio...

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Bibliographic Details
Published in:Journal of statistical software Vol. 47; no. 1
Main Authors: Millo, Giovanni, Piras, Gianfranco
Format: Journal Article
Language:English
Published: Foundation for Open Access Statistics 01-04-2012
Subjects:
LM tests
maximum likelihood
spatial Hausman test
spatial panel
Online Access:Get full text
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Summary:splm is an R package for the estimation and testing of various spatial panel data specifications. We consider the implementation of both maximum likelihood and generalized moments estimators in the context of xed as well as random effects spatial panel data models. This paper is a general description of splm and all functionalities are illustrated using a well-known example taken from Munnell(1990)with productivity data on 48 US states observed over 17 years. We perform comparisons with other available software; and, when this is not possible, Monte Carlo results support our original implementation.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v047.i01