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 <[email protected]>
MaintainerGianfranco Piras <[email protected]>
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")

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sphet documentation built on Jan. 6, 2019, 3:01 a.m.