[R-sig-Geo] 2SLS in spatial panel model

[Roger Bivand]

Do you mean:

splm::spgm(..., endog=, instruments=, lag=TRUE, spatial.error=FALSE)

as in section 4.5 of https://doi.org/10.3390/math9111276 ?

Roger

On Wed, 27 Apr 2022, Martin Hulenyi wrote:

> Dear all,
>
> I would like to ask if there is a package that allows to implement 2SLS in 
> spatial panel setting (we have an endogenous independent variable we want to 
> instrument). If not, do you know if it is possible to implement it in other 
> software?
>
> Best,
>
> Martin
>
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-- 
Roger Bivand
Emeritus Professor
Department of Economics, Norwegian School of Economics,
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