The codes and real-word data supporting paper "A geographically weighted autoregressive model with an adaptive spatial weights matrix: Construction, estimation, and inference".

This repository contains the codes and real-word data used in submitted paper "A geographically weighted autoregressive model with an adaptive spatial weights matrix: Construction, estimation, and inference".
If you would like to replicate the results in this paper, please note that,
1. Code for model estimation of the simulation study: Folder "GWAR_simulation_
estimation" (generates Tables 1–6);
Code for test of the simulation study: Folder "GWAR_simulation_test" (generates Tables 7–8 and Figure 3);
Code for the application: Folder "GWAR_application" (generates Tables 9–11 and Figures 4–5).
2. Data of the application: Folder "data", in which "boston.txt" is the Boston data (also loadable via R package "spdep"); "z.txt" is the spatial locations of Boston data; "weight.txt" is the spatial link matrix of Boston data.