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.


Reference manual

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install.packages("sphet")

2.1-1 by Gianfranco Piras, 2 years ago


https://github.com/gpiras/sphet


Report a bug at https://github.com/gpiras/sphet/issues


Browse source code at https://github.com/cran/sphet


Authors: Gianfranco Piras [aut, cre] , Roger Bivand [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports nlme, spatialreg, spdep, Matrix, sp, methods, stats, utils, mvtnorm, stringr, coda, spData, sf


Imported by hspm, spatemR, spldv, spsur.


See at CRAN