Estimation of partially linear single-index spatial autoregressive model

DOI10.1007/s00362-019-01105-yzbMath1477.62236OpenAlexW2935670873MaRDI QIDQ2066506

Suli Cheng, Jianbao Chen

Publication date: 14 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-019-01105-y

zbMATH Keywords

consistencyasymptotic normalityMonte Carlo simulationpartially linear single-index spatial autoregressive modelprofile maximum likelihood estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models ⋮ Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models ⋮ Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

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