pysarar

A python implementation for SARAR(R,S) estimation

Goal of the project

This package aims to provide a python implementation of the Badinger-Egger estimator of SARAR(R,S) models.

At the moment, the model outputs the TSLS estimates for the exogenous variables and spatial autoregressive terms, and the GMM estimates for the spatial autoregressive disturbances. The FGTSLS estimates and the optimal weighting matrix are not implemented yet.

Installation

pip install pysarar