sphet

Last update 6 December 2024

Copyright license GNU General Public License, version 2.0

Software version identifier 2.0, PACKAGES.rds, 0.1-22, 1.0-0, 1.1-0, 1.1-12, 1.4, 1.5, 1.6, 1.7, 2.1-1

Source code repository https://github.com/cran/sphet

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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