bayespecon.dgp.simulate_panel_sdem_fe¶

bayespecon.dgp.simulate_panel_sdem_fe(N, T, lam=0.4, beta1=None, beta2=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 SDEM panel FE data.

DGP: u_t = (I - lam W)^-1 eps_t and y_t = X_t beta1 + W X_t[:,1:] beta2 + alpha + u_t.

This is the general lag-on-error panel-FE DGP; SEM/SLX/OLS panel-FE are nested by setting beta2=[] and/or lam=0.