Impact estimates for static spatial panel data models in R

Gianfranco Piras

Letters in Spatial and Resource Sciences, 2014, vol. 7, issue 3, 213-223

Abstract: In the present note we demonstrate how to implement the Lee and Yu (J Econom 154:165–185, 2010 ) procedure for fixed effects spatial panel data models available from the R (R Development Core Team, http://www.R-project.org/ , 2012 ) package splm (Millo and Piras, J Stat Soft 47(1):1–38, 2012 ). Additionally, we also show how to compute the impact estimates (Kelejian et al. Open Econ Rev 17(4–5):423–441, 2006 ; LeSage and Pace, Introduction to Spatial Econometrics. CRC Press, Boca Raton, 2009 ). Unlike Matlab (MATLAB version 7.13, 2011 ), there was no R function specific to static panel data models for the calculation of the impact measures. After receiving numerous requests from the users of splm, we decided to extend the cross sectional functions available from spdep (Bivand, R package version 0.5-56, 2013 ) to spatial panel data models. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Spatial panel data models; R; Computational methods; Impact measures; C13; C23; C63 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1007/s12076-013-0113-8 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Impact Estimates for Static Spatial Panel Data Models in R (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lsprsc:v:7:y:2014:i:3:p:213-223

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/12076

DOI: 10.1007/s12076-013-0113-8

Access Statistics for this article

Letters in Spatial and Resource Sciences is currently edited by Henk Folmer and Amitrajeet A. Batabyal

More articles in Letters in Spatial and Resource Sciences from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().