kernel: Spatial two stages least square with HAC standard errors

Description Details Author(s) See Also


Main functions to calculate the kernels in stslshac


Six different kernel functions are implemented:

If the kernel type is not one of the six implemented, the function will terminate with an error message. The spatial two stage least square estimator is based on the matrix of instruments H=[X,WX,W^2X^2].


Gianfranco Piras [email protected]

See Also

gstslshet, distance, distance

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