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CRAN: Package sphet

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.

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 [aut, cre], Roger Bivand [ctb] 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 Documentation: Downloads: Reverse dependencies: Linking:

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