sir,iam zhangang
for u first question,in my opinion. the answer is yes.it is very difficult to estimate the spatial model for panel data unless the model is imposed with a set of assumption such as it that at least the spatial lagged term or the spatial autocorrelated error term and the time lagged or error term would be parameterized,and even if the two sides may be parameterized,we would face the question about how to specify the model.
in a word ,it's really a nuisance!
for u second question. SAS is the only one for my econnometric study.i'd employed SAS successfully to transform the spatial data to spatial weight matrix and with it,i've finished the estimation and test for two typical models in spatial econometrics.
P.S.
some one had stolen zhangang's id so that u may email the details in ur rresearch
to baicheng2003@126.com if u wanna a deep discussion.
best regards!
zhangang