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  • XSMLE dynamic SDM where beta is constrained to = 0

    Dear list members,

    I have a special request estimating a dynamic spatial durbin model.
    I would like to estimate something of the form :

    y_{t} = alpha + tau y_{t-1} + psi W y_{t-1} + rho W y_t + epsilon_t

    As you can see, [beta y] must equal 0 for this model to have any sense.
    Which part of the function could I modify to estimate something like this ?

    Gratefully
    Best Regards

    Lisa

  • #2
    Never mind.
    Found my answer using the durbin() option

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