bayespecon.dgp.simulate_panel_slx_dynamic_fe¶

bayespecon.dgp.simulate_panel_slx_dynamic_fe(N, T, 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 SLX panel FE data.

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

Equivalent to simulate_panel_sdmu_fe() with rho=0 and theta=0; in the current implementation no explicit W X_t term is added (this matches the pre-refactor behaviour).