SDPDmod

Spatial Dynamic Panel Data models

Purpose

• Spatial lag and Durbin model calculation for static and dynamic panel data;
• Creation of spatial weights matrices;
• Bayesian model comparison.

Installation

install.packages("SDPDmod") #from CRAN

library("devtools")

install_github("RozetaSimonovska/SDPDmod", ref = "dev", build_vignettes = TRUE) # dev version

Cite package paper as:

Simonovska, R. SDPDmod: An R Package for Spatial Dynamic Panel Data Modeling. Comput Econ (2025). https://doi.org/10.1007/s10614-025-11056-2