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

[Martin Hulenyi]

Thanks!

Is there also possibility to show the first stage results?

Best,

Martin

On 27. 4. 2022 12:22, Roger Bivand wrote:
> 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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