bayespecon.dgp.simulate_panel_sdem_dynamic_fe¶

bayespecon.dgp.simulate_panel_sdem_dynamic_fe(N, T, lam=0.3, phi=0.4, beta=None, sigma=1.0, sigma_alpha=0.5, err_hetero=False, rng=None, seed=None, W=None, gdf=None, contiguity='queen', create_gdf=False, geometry_type='polygon', wide=False)[source]¶

Simulate dynamic SDEM panel FE data.

DGP: y_t = phi y_{t-1} + X_t beta + alpha + u_t,  u_t = lam W u_t + eps_t.

This is the lag-on-error dynamic core that simulate_panel_sem_dynamic_fe() also dispatches to.