spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

: spatial seemingly unrelated regression models, Lagrange multipliers test, maximum
likelihood, instrumental variables, panel data, COVID-19, mobility, R package

Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a
complete set of functions to test for spatial structures in the residual of a SUR model;
to estimate the most popular specifications by applying different methods and test for
linear restrictions on the parameters. The package also facilitates the estimation of socalled spatial impacts, conveniently adapted to a SUR framework. The package includes
functions to simulate datasets with the features decided by the user, which may be useful
in teaching activities or in more general research projects. The article concludes with
a real data application showing the potential that spsur has to examine the relation of
individual mobility over geographic areas and the incidence of COVID-19 in Spain during
the first lockdown

Román Mínguez

https://www.jstatsoft.org/article/view/v104i11

University of
Castilla-La Manch

October 2022

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