XueningZhu / MSAR_code

This is the R demo code for the MSAR method.

Reference

Zhu, X., Huang, D., Pan, R., and Wang, H. (2020), “Multivariate spatial autoregression for large scale social network,” Journal of Econometrics, 215, 591-606.

Please run 'lse_demo.R' for MSAR demo.