spsur: Spatial Seemingly Unrelated Regression Models

A collection of functions to test and estimate Seemingly Unrelated Regression (usually called SUR) models, with spatial structure, by maximum likelihood and three-stage least squares. The package estimates the most common spatial specifications, that is, SUR with Spatial Lag of X regressors (called SUR-SLX), SUR with Spatial Lag Model (called SUR-SLM), SUR with Spatial Error Model (called SUR-SEM), SUR with Spatial Durbin Model (called SUR-SDM), SUR with Spatial Durbin Error Model (called SUR-SDEM), SUR with Spatial Autoregressive terms and Spatial Autoregressive Disturbances (called SUR-SARAR) and SUR with Spatially Independent Model (called SUR-SIM). The methodology of these models can be found in next references Mur, J., Lopez, F., and Herrera, M. (2010) <doi:10.1080/17421772.2010.516443> Lopez, F.A., Mur, J., and Angulo, A. (2014) <doi:10.1007/s00168-014-0624-2>.

Package details

AuthorAna Angulo [aut], Fernando A Lopez [aut], Roman Minguez [aut, cre], Jesus Mur [aut]
MaintainerRoman Minguez <[email protected]>
LicenseGPL-3
Version1.0.0.4
URL http://github.com/rominsal/spsur
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("spsur")

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spsur documentation built on Dec. 16, 2019, 1:20 a.m.