sphet: Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations

Functions for fitting Cliff-Ord-type spatial autoregressive models with and without heteroskedastic innovations using Generalized Method of Moments estimation are provided. Some support is available for fitting spatial HAC models, and for fitting with non-spatial endogeneous variables using instrumental variables.

Package details

AuthorGianfranco Piras [aut, cre] (<https://orcid.org/0000-0003-0225-6061>), Roger Bivand [ctb] (<https://orcid.org/0000-0003-2392-6140>)
MaintainerGianfranco Piras <gpiras@mac.com>
URL https://github.com/gpiras/sphet
Package repositoryView on CRAN
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sphet documentation built on Jan. 6, 2022, 1:06 a.m.