在论坛里看到一些坛友在询问动态空间面板模型的处理程序问题。一般的空间模型可以在matlab里处理，当然stata、R也可以。但动态的空间面板模型matlab还未开发出相关程序，stata 11版本以上有相关模块，R也可以处理但本人没有使用过。

动态空间面板模型的stata程序如下：
clear *清空
ssc install spregdpd(or spregdhp) *安装spregdpd或spregdhp动态空间面板模板
help spregdpd(or spregdhp)  *参阅帮助文件（有案例）

输出结果中会有：
*** Spatial Econometrics Regression Models:
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*** (1) Spatial Panel Data Regression Models:
spregxt      Spatial Panel Regression Econometric Models: Stata Module Toolkit
gs2slsxt     Generalized Spatial Panel 2SLS Regression
gs2slsarxt   Generalized Spatial Panel Autoregressive 2SLS Regression
spglsxt      Spatial Panel Autoregressive Generalized Least Squares Regression
spgmmxt      Spatial Panel Autoregressive Generalized Method of Moments Regression
spmstarxt    (m-STAR) Spatial Lag Panel Models
spmstardxt   (m-STAR) Spatial Durbin Panel Models
spmstardhxt  (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
spmstarhxt   (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
spregdhp     Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models
spregdpd     Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models
spregfext    Spatial Panel Fixed Effects Regression: Lag & Durbin Models
spregrext    Spatial Panel Random Effects Regression: Lag & Durbin Models
spregsacxt   MLE Spatial AutoCorrelation Panel Regression (SAC)
spregsarxt   MLE Spatial Lag Panel Regression (SAR)
spregsdmxt   MLE Spatial Durbin Panel Regression (SDM)
spregsemxt   MLE Spatial Error Panel Regression (SEM)
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*** (2) Spatial Cross Section Regression Models:
spregcs      Spatial Cross Section Regression Econometric Models: Stata Module Toolkit
gs2sls       Generalized Spatial 2SLS Cross Sections Regression
gs2slsar     Generalized Spatial Autoregressive 2SLS Cross Sections Regression
gs3sls       Generalized Spatial 3SLS Cross Sections Regression
gs3slsar     Generalized Spatial Autoregressive 3SLS Cross Sections Regression
spautoreg    Spatial Cross Section Regression Models
spgmm        Spatial Autoregressive GMM Cross Sections Regression
spmstar      (m-STAR) Spatial Lag Cross Sections Models
spmstard     (m-STAR) Spatial Durbin Cross Sections Models
spmstardh    (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections Models
spmstarh     (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections Models
spregsac     MLE Spatial AutoCorrelation Cross Sections Regression (SAC)
spregsar     MLE Spatial Lag Cross Sections Regression (SAR)
spregsdm     MLE Spatial Durbin Cross Sections Regression (SDM)
spregsem     MLE Spatial Error Cross Sections Regression (SEM)
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*** (3) Tobit Spatial Regression Models:
*** (3-1) Tobit Spatial Panel Data Regression Models:
sptobitgmmxt Tobit Spatial GMM Panel Regression
sptobitmstarxtTobit (m-STAR) Spatial Lag Panel Models
sptobitmstardxtTobit (m-STAR) Spatial Durbin Panel Models
sptobitmstardhxtTobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Panel Models
sptobitmstarhxtTobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Panel Models
sptobitsacxt Tobit MLE Spatial AutoCorrelation (SAC) Panel Regression
sptobitsarxt Tobit MLE Spatial Lag Panel Regression
sptobitsdmxt Tobit MLE Spatial Panel Durbin Regression
sptobitsemxt Tobit MLE Spatial Error Panel Regression
spxttobit    Tobit Spatial Panel Autoregressive GLS Regression
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*** (3-2) Tobit Spatial Cross Section Regression Models:
sptobitgmm   Tobit Spatial GMM Cross Sections Regression
sptobitmstar Tobit (m-STAR) Spatial Lag Cross Sections Models
sptobitmstardTobit (m-STAR) Spatial Durbin Cross Sections Models
sptobitmstardhTobit (m-STAR) Spatial Durbin Multiplicative Heteroscedasticity Cross Sections
sptobitmstarhTobit (m-STAR) Spatial Lag Multiplicative Heteroscedasticity Cross Sections
sptobitsac   Tobit MLE AutoCorrelation (SAC) Cross Sections Regression
sptobitsar   Tobit MLE Spatial Lag Cross Sections Regression
sptobitsdm   Tobit MLE Spatial Durbin Cross Sections Regression
sptobitsem   Tobit MLE Spatial Error Cross Sections Regression
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*** (4) Spatial Weight Matrix:
spcs2xt      Convert Cross Section to Panel Spatial Weight Matrix
spweight     Cross Section and Panel Spatial Weight Matrix
spweightcs   Cross Section Spatial Weight Matrix
spweightxt   Panel Spatial Weight Matrix
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祝好运！