Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations
Generate circular weigthing matrices
Distance measures available in distance
GM estimation of a Cliff-Ord type model with Heteroskedastic Innovatio...
Generate impacts for objects of class error_sphet created in sphet
Generate impacts for objects of class sarar_gmm created in sphet
Generate impacts for objects of class ols_sphet created in sphet
Generate impacts for spreg lag and sarar models
Generate impacts for objects of class lag_gmm created in sphet
Kelejian and Piras J-test
Interface between Matrix class objects and weights list
print method for class sphet
print method for class sphet
Read distance ojbects
Estimation of spatial models with heteroskedastic innovations
GM estimation of a Cliff-Ord type model with Heteroskedastic Innovatio...
Spatial two stages least square with HAC standard errors
print method for class sphet
Functions used by gstslshet.
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.