Anyone is free to use these routines, no attribution (or blame) need be placed on the author/authors.

MATLAB static spatial panel data econometrics functions for:

Demonstrations are provided for almost all functions and a 150 page manual in Acrobat PDF format (See Documentation)

The demo files consist of files with the function name and a trailing letter d. For example: the sar_panel_FE_g.m function demo file is named sar_panel_FE_gd.m, and the ols_panel_FE_g.m demo file is named ols_panel_FE_gd.m

Demos are organized by 7 Chapters in the manual

Estimation functions provide printed and graphical output and the convex combination of weight matrices functions can be used to produce cross-sectional model estimates.

Bayesian log-marginal likelihoods for static panel data model comparison. See LeSage (2014) Spatial econometric panel data model specification: A Bayesian approach, Spatial Statistics Volume 9, Issue C, pp. 122-145.