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Authors: Giovanni Millo, Gianfranco Piras
Title: [download]
(10697)
splm: Spatial Panel Data Models in R
Reference: Vol. 47, Issue 1, Apr 2012
Submitted 2009-11-18, Accepted 2012-04-05
Type: Article
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.

Paper: [download]
(10697)
splm: Spatial Panel Data Models in R
(application/pdf, 747.2 KB)
Supplements: [download]
(547)
splm_1.0-00.tar.gz: R source package
(application/x-gzip, 52.4 KB)
[download]
(654)
v47i01.R: R example code from the paper
(application/octet-stream, 4.4 KB)
[download]
(671)
cigardemo.txt: Example data in plain text format
(text/plain, 14.9 KB)
[download]
(650)
spat-sym-us.txt: Example data in plain text format
(text/plain, 4.2 KB)
[download]
(556)
v47i01-simulations.zip: Replication code for R and MATLAB simulation results
(application/zip, 155.1 KB)
[download]
(12502)
v47i01-simresults.zip: Simulation results (from the paper and supplementary)
(application/zip, 38.7 MB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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