The paper derives and proves results of Gaussian maximum likelihood estimation of constant unknowns (coefficients, covariances) and time-varying unknowns (factors, disturbances) of static and dynamic factor models and, thereby, extends the statistics and econometrics literatures on estimation...

This document introduces the R library estimateW to estimate spatial weight matrices for Bayesian spatial econometric panel models. The approach focuses on spatial weights that are binary prior to row-standardization. However, unlike recent literature our approach requires no strong a priori...