GMM Estimators for Binary Spatial Models in R

GMM Estimators for Binary Spatial Models in R

Blog Article

Despite the huge availability of software to estimate cross-sectional spatial models, there are only few functions to estimate models dealing with spatial limited dependent variable.This paper fills this gap introducing the new R package spldv.The package is douglas australian shepherd plush based on generalized methods of moment (GMM) estimators and includes a series of one- and two-step estimators based on different choices of the weighting matrix for the moments conditions in the first step, and different estimators for the variance-covariance matrix of the estimated coefficients.

An important feature of spldv is that users can estimate the spatial Durbin model wilwood .75 master cylinder and compute the direct, indirect, and total effects in a friendly and flexible way.