spanel (version 0.1)

spanel-package: Spatial Panel Data Models

Description

Fit the spatial panel data models: the fixed effect model, between model and the random effect model.

Details

Package:

spanel

Type:

Package

Version:

1.0

Date:

2015-06-01

License:

GPL-3

In this package, we apply the instrumental variables two stage estimation to fit the fixed effects, random effects and between spatial models.

References

Amemiyia T. (1971), The estimation of the variances in a variance--components model, International Economic Review, 12, pp.1--13.

Baltagi B.H. (1981), Simultaneous equations with error components, Journal of econometrics, 17, pp.21--49.

Baltagi B.H. (2001), Econometric Analysis of Panel Data. John Wiley and sons. ltd.

Baltagi B, Egger P, Pfa???ermayr M (2006), A Generalized Spatial Panel Data Model with Random Effects, woking paper, Center For Policy Research, Syracuse University.

Munnell AH (1990). Why has Productivity Growth Declined? Productivity and Public Investment, New England Economic Review, pp. 3-22.

Examples

 # Load data
 data(Produc)
 data("usaww")
 # fit the fixed function
 fx<-span(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,Produc,usaww,n=48,t=17,model="fe")
 # fit the random function
 summary(fx)
 #fit the between function
 be<-span(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,Produc,usaww,n=48,t=17,model="be")
 summary(be)
 # fit the random function
 ran<-span(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,Produc,usaww,n=48,t=17,model="re")
 summary(ran)