Heterogeneous spatial models in R: spatial regimes models

Abstract This paper presents the progress made so far in development of R package hspm. The hspm aims at implementing a variety models and methods to control for heterogeneity spatial models. Spatial can be specified different ways, ranging from exogenous (or endogenous) regimes models, with coefficients that potentially vary each observations (i.e., continuous heterogeneity). We focus on few functions allow estimation general model, as well all nested specifications deriving it. are estimated by instrumental variables generalized method moments techniques.