Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model

DOI10.1007/s11424-021-1088-yzbMath1483.62154OpenAlexW4205768279MaRDI QIDQ2121175

Guowang Luo, Zhen Pang, Mi-Xia Wu

Publication date: 1 April 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-1088-y

zbMATH Keywords

instrumental variableconfidence regionsempirical likelihoodWilks theoremresidual-adjusted

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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