Mustapha Wasseja, PhD Economist and Applied Econometrician

Software

Open-source tools for econometrics, spatial modelling, and reproducible economic analysis.

I develop and use computational tools for applied econometrics, Bayesian modelling, spatial analysis, causal inference, and policy evaluation.

Featured Package

spmixW

Bayesian Spatial Panel Data Models with Convex Combinations of Weight Matrices

An R package for Bayesian MCMC estimation of spatial panel data models, including SAR, SDM, SEM, SDEM, and SLX specifications with fixed effects. The package supports convex combinations of multiple spatial weight matrices and Bayesian model averaging over subsets of weight matrices.

CRAN GitHub

GAMSr

R-native modelling interface for GAMS.

GitHub

dcce

Dynamic Common Correlated Effects estimation for panel data in R.

GitHub

spmixw_stata

Bayesian spatial panel data models with convex combinations of weight matrices in Stata.

GitHub

spmixw-py

Python port of the spmixW spatial econometrics toolkit.

GitHub

dsge-package

R package for specifying, solving, and estimating DSGE models by maximum likelihood and Bayesian methods.

GitHub