bayespecon.dgp.simulate_panel_sdmu_fe¶

bayespecon.dgp.simulate_panel_sdmu_fe(N, T, rho=0.3, phi=0.4, theta=-0.1, 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 unrestricted SDM panel FE data.

DGP: y_t = rho W y_t + phi y_{t-1} + theta W y_{t-1} + X_t beta + alpha + eps_t.

This is the most general lag-on-y dynamic panel-FE DGP; the other dynamic generators in this module (dlm_fe, sar_dynamic_fe, slx_dynamic_fe, sdmr_fe) are wrappers around this kernel.