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 <gpiras@mac.com>
MaintainerGianfranco Piras <gpiras@mac.com>
LicenseGPL-2
Version1.7-6
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("sphet", repos="http://R-Forge.R-project.org")

Try the sphet package in your browser

Any scripts or data that you put into this service are public.

sphet documentation built on May 4, 2020, 3 p.m.