Estimation of spatial autoregressive panel data models with heterogeneous coefficients
Project description
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
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