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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


Release files for hetsar 5.1

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for hetsar 5.1
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hetsar-5.1.tar.gz 109.5 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for hetsar 5.1
File Interpreter ABI Platform
hetsar-5.1-py3-none-any.whl Python 3 none any Details

Total release size: 218.3 kB

Release files / hetsar-5.1.tar.gz

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Release files / hetsar-5.1-py3-none-any.whl

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