sphet
Estimation of Spatial Autoregressive Models with and without 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.1-1 |
2026-04-09 windows/windows R-4.5 | sphet_2.1-1.zip |
538.8 KiB |