comparing functions in the MATLAB Spatial Econometrics toolbox, Python PySAL functions and the R spdep and sphet packages is eased by the fact that the code is open source, and so open to scrutiny. We have also benefited from answers to questions given by developers of these implementations, and by developers of the sppack for Stata.

For R, it is splm, which can be used to estimate regressions with GM and MLE estimator.

For python, it is called PySAL.

For MATLAB, A  toolbox is given a name of spanel. The syntax is spanel(id, time, y, X, W, method, options), where W is the n×n spatial weight matrix. Then the Spatial panel data models are estimated by this.