sphet (version 2.0)

Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations

Description

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.

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Install

install.packages('sphet')

Monthly Downloads

603

Version

2.0

License

GPL-2

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Last Published

January 6th, 2022

Functions in sphet (2.0)