Is it possible to extend a SAR dynamic spatial (space-time) panel model to a SARAR (SAC) specification?

I have panel data of 200 regions over 20 years. My goal is to estimate a dynamic spatial (space-time) panel model. I would like to employ an extension of model used in Debarsy/Ertur/LeSage (2009):...

18 May 2015 1,403 3 View