spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spati...

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Bibliographic Details
Main Authors: Román Mínguez, Fernando A. López, Jesús Mur
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2022-10-01
Series:Journal of Statistical Software
Subjects:
spatial seemingly unrelated regression models
lagrange multipliers test
maximum likelihood
instrumental variables
panel data
R package
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4097
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