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
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