This post summarizes the work of the PySAL Project on Panel Data Spatial Econometrics. The work is divided in the following sections. First, I explain the utilities used to handle panel data in spreg. Second, I show the diagnostics implemented for spatial - panel estimations. Finally, I detail the different models that can be estimated.
The notebook Panel_example.ipynb offers an overview of the new estimations that can be useful from the user perspective.
The utilities for the panel data estimation are located in the file panel_utils.py.