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splm (version 1.6-5)

Econometric Models for Spatial Panel Data

Description

ML and GM estimation and diagnostic testing of econometric models for spatial panel data.

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Version

Install

install.packages('splm')

Monthly Downloads

1,825

Version

1.6-5

License

GPL-2

Maintainer

Giovanni Millo

Last Published

December 20th, 2023

Functions in splm (1.6-5)

spgm

GM estimation of spatial panel data models
effects.splm

method for extracting fixed effects
vcov.splm

Covariance extractor method for splm objects
sphtest

Hausman test for spatial panel data models
spreml

Spatial Panel Model with Random Effects by Maximum Likelihood
spml

Spatial Panel Model by Maximum Likelihood
itaww

Spatial weights matrix - Italian provinces
summary.splm

summary method for class splm
usaww

Spatial weights matrix - US states
slmtest

Locally robust panel Lagrange Multiplier tests for spatial dependence
slag

Spatial lag operator
riceww

Spatial weights matrix of Indonesian rice farms
Insurance

Insurance consumption across Italian provinces, 1998-2002
bsjktest

Baltagi, Song, Jung and Koh LM test for spatial panels
bsktest

Baltagi, Song and Koh LM test for spatial panels
listw2dgCMatrix

Interface between Matrix class objects and weights list
print.splm

print method for class splm
rwtest

Randomization-based test of spatial dependence for panel models
RiceFarms

Production of Rice in India