Hello,
I am new on the subscriber list. I currently try to estimate a model explaining bilateral multinational activity which is augmented by a spatial lag. My problem is that I want to use panel data and that the spatreg commands only work for cross-sections. I saw an earlier question in this context on Statlist which was not further treated due to the lack of theory. However, there are a number of economic papers which have already applied spatial estimation techniques on panel data.
The basic problem is that the weighting matrix is constructed according to the observations of one year only. I am now wondering whether it is possible to somehow tell STATA that the vector of the dependent variable should be multiplied with the weighting matrix for each year seperately?
Another possibility would be to manipulate the data in this way before loading it to STATA. However, then it is obviously not possible to use the spatreg commands anymore.
I would appreciate a lot any help,
best regards
Phil
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