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GMM estimation and variable selection of partially linear additive spatial autoregressive model - MaRDI portal

GMM estimation and variable selection of partially linear additive spatial autoregressive model (Q6579423)

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scientific article; zbMATH DE number 7887518
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GMM estimation and variable selection of partially linear additive spatial autoregressive model
scientific article; zbMATH DE number 7887518

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    GMM estimation and variable selection of partially linear additive spatial autoregressive model (English)
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    25 July 2024
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    semiparametric spatial econometric model
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    spill-over effect
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    generalized method of moment
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    smooth-threshold estimating equation
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    asymptotic properties
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