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sphet (version 2.1-1)

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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Version

Install

install.packages('sphet')

Monthly Downloads

709

Version

2.1-1

License

GPL-2

Issues

3

Pull Requests

0

Stars

8

Forks

2

Maintainer

Gianfranco Piras

Last Published

December 6th, 2024

Functions in sphet (2.1-1)

impacts.ols_sphet

Generate impacts for objects of class ols_sphet created in sphet
impacts.stsls_sphet

Generate impacts for objects of class lag_gmm created in sphet
circular

Generate circular weigthing matrices
coldis

Object of class distance for Columbus dataset 10-nearest neighbors matrix for columbus dataset
kpjtest

Kelejian and Piras J-test
listw2dgCMatrix

Interface between Matrix class objects and weights list
distance

Distance measures available in distance
gstslshet

GM estimation of a Cliff-Ord type model with Heteroskedastic Innovations
spreg

GM estimation of a Cliff-Ord type model with Heteroskedastic Innovations
stslshac

Spatial two stages least square with HAC standard errors
impacts.error_sphet

Generate impacts for objects of class error_sphet created in sphet
print.sphet

print method for class sphet
impacts.gstsls

Generate impacts for spreg lag and sarar models
read.gwt2dist

Read distance ojbects
summary.sphet

print method for class sphet
sphet-package

Estimation of spatial models with heteroskedastic innovations
utilities

Functions used by gstslshet.
print.summary.sphet

print method for class sphet