Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
splm: Spatial Panel Data Models in R | Millo | Journal of Statistical Software
Authors: Giovanni Millo, Gianfranco Piras
Title: splm: Spatial Panel Data Models in R
Abstract: 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 fixed 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.

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Paper: splm: Spatial Panel Data Models in R     Download PDF (Downloads: 16103)
splm_1.0-00.tar.gz: R source package Download (Downloads: 698; 52KB)
v47i01.R: R example code from the paper Download (Downloads: 887; 4KB)
cigardemo.txt: Example data in plain text format Download (Downloads: 914; 14KB)
spat-sym-us.txt: Example data in plain text format Download (Downloads: 814; 4KB) Replication code for R and MATLAB simulation results Download (Downloads: 752; 130KB) Simulation results (from the paper and supplementary) Download (Downloads: 12783; 38MB)

DOI: 10.18637/jss.v047.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.