sphet-package

sphet

A set of functions to estimate spatial models with 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.

Gianfranco Piras

Estimation of Spatial Autoregressive Models with and without
Heteroskedastic Innovations

Roger Bivand

sphet-package function

Gianfranco Piras <a href="/link/gpiras%40mac.com?package=sphet&version=2.0" data-mini-rdoc="sphet::gpiras@mac.com">gpiras@mac.com</a>

Author

Estimation of spatial models with heteroskedastic innovations — sphet-package

Gianfranco Piras <a href='mailto:gpiras@mac.com'>gpiras@mac.com</a>

Package:	sphet
Type:	Package
Version:	1.12
Date:	2021-06-17
License:	GPL
LazyLoad:	yes

sphet-package: Estimation of spatial models with heteroskedastic innovations

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