spsur

A collection of functions to test and estimate Seemingly Unrelated Regression (usually called SUR) models, with spatial structure, by maximum likelihood and three-stage least squares. The package estimates the most common spatial specifications, that is, SUR with Spatial Lag of X regressors (called SUR-SLX), SUR with Spatial Lag Model (called SUR-SLM), SUR with Spatial Error Model (called SUR-SEM), SUR with Spatial Durbin Model (called SUR-SDM), SUR with Spatial Durbin Error Model (called SUR-SDEM), SUR with Spatial Autoregressive terms and Spatial Autoregressive Disturbances (called SUR-SARAR), SUR-SARAR with Spatial Lag of X regressors (called SUR-GNM) and SUR with Spatially Independent Model (called SUR-SIM). The methodology of these models can be found in next references Minguez, R., Lopez, F.A., and Mur, J. (2022) doi:10.18637/jss.v104.i11 Mur, J., Lopez, F.A., and Herrera, M. (2010) doi:10.1080/17421772.2010.516443 Lopez, F.A., Mur, J., and Angulo, A. (2014) doi:10.1007/s00168-014-0624-2.

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