Hello,
I would like to run a "generalized spatial two stage least squares" using
the sphet package,
where the model is given by:
y = X \beta + \rho_{1} W_{1} y + \rho_{2} W_{2} y + u
u = \lambda W u + \varepsilon
Actually I don't know how to run that model in R, and obviously the problem
is the second W in the first equation.
Do you know if there is possibility to implement the code to run that kind
of model?
Regards,
Antonio Bubbico.
--
Research Assistant University College Dublin
PhD Candidate Università degli Studi di Bologna
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