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

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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.

Author
Gianfranco Piras <gpiras@mac.com>
Date of publication
2016-07-26 01:58:55
Maintainer
Gianfranco Piras <gpiras@mac.com>
License
GPL-2
Version
1.6-2

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Man pages

circular
Generate "circular" weighting matrices
coldis
Object of class distance for Columbus dataset
distance
Writes distance matrices
dist_functions
Distance measures available in distance
gstslshet
GM estimation of a Cliff-Ord type model with Heteroskedastic...
kernel
Spatial two stages least square with HAC standard errors
listw2dgCMatrix
Interface between Matrix class objects and weights list
print.sphet
print method for class sphet
read.gwt2dist
Read distance ojbects
sphet
Estimation of spatial models with heteroskedastic innovations
spreg
GM estimation of a Cliff-Ord type model with Heteroskedastic...
stslshac
Spatial two stages least square with HAC standard errors
summary.sphet
print method for class sphet
utilities
Functions used by gstslshet.

Files in this package

sphet/ChangeLog
sphet/DESCRIPTION
sphet/NAMESPACE
sphet/R
sphet/R/Omega.R
sphet/R/circular.R
sphet/R/dist_functions.R
sphet/R/distance.R
sphet/R/gm_functions.R
sphet/R/gs2slshet.R
sphet/R/gwt2dist.R
sphet/R/ivreg.R
sphet/R/kernelsfun.R
sphet/R/listw2dgCMatrix.R
sphet/R/s2slshac.R
sphet/R/spreg.R
sphet/R/summary.sphet.R
sphet/R/twostagels.R
sphet/R/utilities.R
sphet/build
sphet/build/vignette.rds
sphet/data
sphet/data/coldis.rda
sphet/data/knn10columbus.txt.xz
sphet/inst
sphet/inst/CITATION
sphet/inst/doc
sphet/inst/doc/sphet.R
sphet/inst/doc/sphet.Rnw
sphet/inst/doc/sphet.pdf
sphet/inst/extdata
sphet/inst/extdata/knn10columbus.GWT
sphet/man
sphet/man/circular.Rd
sphet/man/coldis.Rd
sphet/man/dist_functions.Rd
sphet/man/distance.Rd
sphet/man/gstslshet.Rd
sphet/man/kernel.Rd
sphet/man/listw2dgCMatrix.Rd
sphet/man/print.sphet.Rd
sphet/man/read.gwt2dist.Rd
sphet/man/sphet.Rd
sphet/man/spreg.Rd
sphet/man/stslshac.Rd
sphet/man/summary.sphet.Rd
sphet/man/utilities.Rd
sphet/vignettes
sphet/vignettes/bibconc.bib
sphet/vignettes/sphet.Rnw