sphet (Q36018)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | sphet |
Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations |
Statements
6 December 2024
0 references
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.
0 references
