utilities: Functions used by gstslshet.
In gpiras/sphet: Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations
utilities R Documentation
Functions used by gstslshet.
Description
-
arg and arg1 are the objective functions of the non-linear
estimators in the GMM procedure.
-
Omega and Omegabis generates the variance-covariance matrices
of the Original and Transformed models (See Arraiz et al., 2007 for details.)
-
Ggfastfast calculates G and g.
All other functions perform calculations to estimates various objects
defined in Appendix B2 and B3 in Arraiz et al., 2007.
Author(s)
Gianfranco Piras gpiras@mac.com
gpiras/sphet documentation built on Feb. 21, 2024, 3:39 p.m.
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| utilities | R Documentation |
Functions used by gstslshet.
Description
-
argandarg1are the objective functions of the non-linear estimators in the GMM procedure. -
OmegaandOmegabisgenerates the variance-covariance matrices of the Original and Transformed models (See Arraiz et al., 2007 for details.) -
Ggfastfastcalculates G and g. All other functions perform calculations to estimates various objects defined in Appendix B2 and B3 in Arraiz et al., 2007.
Author(s)
Gianfranco Piras gpiras@mac.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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