Re: [R] Instrumental variable quantile estimation of spatial autoregressive models

This is a very detailed question, and possibly ought to have been posted on R-sig-geo. Please re-post there, and see if anyone steps forward. As far as I am aware, no implementation exists. I suggest you also refer to Kostov (2009) in Spatial Economic Analysis volume 4. Roger Marie-Line Glaesen

[R] Instrumental variable quantile estimation of spatial autoregressive models

Dear all, I would like to implement a spatial quantile regression using instrumental variable estimation (according to Su and Yang (2007), Instrumental variable quantile estimation of spatial autoregressive models, SMU economics & statistis working paper series, 2007, 05-2007, p.35 ). I am app