R package tscsdep: Tools for analyzing country-year time-series-cross-sectional data with spatial and temporal dependence

Hays, Jude C., Valentina González-Rostani, Scott Cook, Robert Franzese, and Wooseok Kim. (2022). version 0.1.0. https://github.com/judechays/STADL

This package contains multiple functions that help create geographic spatial weights matrices and estimate spatial lag models. At present, it can estimate weights matrices of unbalanced data up until the year 2019. It also provides researchers with an easy to use wrapper for estimating Spatial AutoRegressive (SAR) lag models, error models (SEM), and Spatial Autocorrelation models (SAC).

Install package:

library(devtools); devtools::install_github("judechays/STADL", dependencies = TRUE)

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