Sphet is a package for estimating and testing spatial models with heteroskedastic innovations. We implement recent generalized moments estimators and semiparametric methods for the estimation of the coeffcients variance-covariance matrix. This paper is a general description of sphet and all functionalities are illustrated by application to the popular Boston housing dataset. The package in its current version is limited to the estimators based on Arraiz, Drukker, Kelejian, and Prucha (2010); Kelejian and Prucha (2007, 2010). The estimation functions implemented in sphet are able to deal with virtually any sample size.
sphet: Spatial models with heteroskedastic innovations in R
Piras G.
2010-01-01
Abstract
Sphet is a package for estimating and testing spatial models with heteroskedastic innovations. We implement recent generalized moments estimators and semiparametric methods for the estimation of the coeffcients variance-covariance matrix. This paper is a general description of sphet and all functionalities are illustrated by application to the popular Boston housing dataset. The package in its current version is limited to the estimators based on Arraiz, Drukker, Kelejian, and Prucha (2010); Kelejian and Prucha (2007, 2010). The estimation functions implemented in sphet are able to deal with virtually any sample size.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
v35i01.pdf
accesso aperto
Descrizione: Article
Tipologia:
PDF editoriale
Dimensione
560.59 kB
Formato
Adobe PDF
|
560.59 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.