bayespecon.dgp.simulate_panel_sar_fe¶

bayespecon.dgp.simulate_panel_sar_fe(N, T, rho=0.4, beta=None, sigma=1.0, sigma_alpha=0.5, err_hetero=False, rng=None, seed=None, W=None, gdf=None, n=None, contiguity='queen', create_gdf=False, geometry_type='polygon', wide=False)[source]¶

Simulate SAR panel data in time-first stacking order.

DGP: y_t = (I - rho W)^-1 (X_t beta + alpha + eps_t).

Equivalent to simulate_panel_sdm_fe() with beta2=[].