Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM

DOI10.1007/s13171-019-00190-3zbMath1465.62064OpenAlexW2996268026WikidataQ126531020 ScholiaQ126531020MaRDI QIDQ2023842

Yong Song Qin, Qing-Zhu Lei

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/s13171-019-00190-3

zbMATH Keywords

confidence regionGMMempirical likelihoodspatial autoregressive modelmixed regressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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