/hetsar

Primary LanguagePythonBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

HETSAR: Python package to estimate spatial autoregressive models with heterogeneous coefficients

hetsar fits spatial autoregressive panel data models with heterogeneous coefficients. The estimation is performed via quasi maximum-likelihood. See Aquaro, Bailey and Pesaran (J. Appl. Econometrics, 2021) for technical details.

The hetsar package was written in 2021 by Ida Johnsson. It is distributed under the 3-Clause BSD license.

See the source for this project here: https://github.com/ida-j/hetsar.

Installation

Prerequisites

Install dependencies:

$ pip install -r requirements.txt

Install from pip:

$ pip install hetsar

Install from source:

$ git clone https://github.com/ida-j/hetsar.git
$ cd hetsar
$ python setup.py build_ext --inplace
$ python setup.py install