Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances

DOI10.1007/s13171-019-00166-3zbMath1465.62087OpenAlexW2921358028MaRDI QIDQ2023825

Yong Song Qin

Publication date: 3 May 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00166-3

zbMATH Keywords

confidence regionempirical likelihoodspatial ARAR model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Empirical likelihood for nonparametric regression models with spatial autoregressive errors ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Empirical likelihood for panel data models with spatial errors ⋮ Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors

Cites Work

• A review on empirical likelihood methods for regression
• An efficient GMM estimator of spatial autoregressive models
• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Weighted empirical likelihood inference.
• GEL estimation and tests of spatial autoregressive models
• Empirical likelihood inference under stratified random sampling using auxiliary population information
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications

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