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.
Version: | 2.1-1 |
Depends: | R (≥ 3.0.1) |
Imports: | nlme, spatialreg, spdep, Matrix, sp, methods, stats, utils, mvtnorm, stringr, coda, spData (≥ 2.3.1), sf |
Published: | 2024-12-06 |
DOI: | 10.32614/CRAN.package.sphet |
Author: | Gianfranco Piras |
Maintainer: | Gianfranco Piras <gpiras at mac.com> |
BugReports: | https://github.com/gpiras/sphet/issues |
License: | GPL-2 |
URL: | https://github.com/gpiras/sphet |
NeedsCompilation: | no |
Citation: | sphet citation info |
Materials: | README |
In views: | Econometrics, MixedModels, Spatial, SpatioTemporal |
CRAN checks: | sphet results |
Reference manual: | sphet.pdf |
Vignettes: |
sphet: Spatial Models with Heteroskedastic Innovations (source, R code) |
Package source: | sphet_2.1-1.tar.gz |
Windows binaries: | r-devel: sphet_2.1-1.zip, r-release: sphet_2.1-1.zip, r-oldrel: sphet_2.1-1.zip |
macOS binaries: | r-devel (arm64): sphet_2.1-1.tgz, r-release (arm64): sphet_2.1-1.tgz, r-oldrel (arm64): sphet_2.1-1.tgz, r-devel (x86_64): sphet_2.1-1.tgz, r-release (x86_64): sphet_2.1-1.tgz, r-oldrel (x86_64): sphet_2.1-1.tgz |
Old sources: | sphet archive |
Reverse imports: | hspm, spldv, spsur |
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