Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

DOI10.1016/j.spl.2022.109746zbMath1502.62090OpenAlexW4309903710MaRDI QIDQ2112273

Yanyan Li

Publication date: 10 January 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109746

zbMATH Keywords

semiparametric modelpanel datashrinkagespatial autoregressive

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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