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spanel: le package R pour l’estimation des données de panel spatiale
[spanel: an R package to estimate the spatial panel data]

Author

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  • Zaghdoudi, Taha

Abstract

This paper introduces the spanel pacakge developped under the R statistical programming language.spanel estimates the spatial autoregressive panel models using the two stage least squares method proposed by Kelejian and Prucha [1998] and Lee [2003] and Baltagi and Liu, 2011.

Suggested Citation

  • Zaghdoudi, Taha, 2016. "spanel: le package R pour l’estimation des données de panel spatiale [spanel: an R package to estimate the spatial panel data]," MPRA Paper 72673, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:72673
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    File URL: https://mpra.ub.uni-muenchen.de/72673/1/MPRA_paper_72673.pdf
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    References listed on IDEAS

    as
    1. Baltagi, Badi H. & Liu, Long, 2011. "Instrumental variable estimation of a spatial autoregressive panel model with random effects," Economics Letters, Elsevier, vol. 111(2), pages 135-137, May.
    2. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
    3. Lung-fei Lee, 2003. "Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 307-335.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Elena Stankovskaya, 2014. "Embodiment: Thoughts From An Existential-Analytical Perspective," HSE Working papers WP BRP 29/PSY/2014, National Research University Higher School of Economics.

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    More about this item

    Keywords

    Panel Data Spatial Model Two Stage Least Squares;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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