CRAN/E | sphet

sphet

Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations

Installation

About

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.

Citation sphet citation info
github.com/gpiras/sphet
Bug report File report

Key Metrics

Version 2.0
R ≥ 3.0.1
Published 2022-01-06 847 days ago
Needs compilation? no
License GPL-2
CRAN checks sphet results

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Maintainer

Maintainer

Gianfranco Piras

gpiras@mac.com

Authors

Gianfranco Piras

aut / cre

Roger Bivand

ctb

Material

README
Reference manual
Package source

In Views

Econometrics
Spatial
SpatioTemporal

Vignettes

sphet: Spatial Models with Heteroskedastic Innovations

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sphet archive

Depends

R ≥ 3.0.1

Imports

nlme
spatialreg
spdep
Matrix
sp
methods
stats
utils
mvtnorm
stringr
coda
spData
sf

Reverse Imports

spldv