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r-spatial / spatialreg

spatialreg: spatial models estimation and testing
https://r-spatial.github.io/spatialreg/
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How to estimate SAR model with GMM #31

Closed HoollyFox closed 1 year ago

HoollyFox commented 1 year ago

Hello! The package "spatialreg" is great, and try it this morning and encounter some problems: how to estimate SAR model with GMM, here I know the function "gstsls" is feasible for SARAR model, how about a SAR model without spatial error term?

rsbivand commented 1 year ago

spatialreg::stsls() https://r-spatial.github.io/spatialreg/reference/stsls.html, or see sphet::spreg() as https://doi.org/10.18637/jss.v063.i18 suggests.

HoollyFox commented 1 year ago

Thanks, I'll read both.