Two-mode network autoregressive model for large-scale networks

DOI10.1016/j.jeconom.2020.01.014zbMath1456.62193OpenAlexW3005500294MaRDI QIDQ2305985

Danyang Huang, Feifei Wang, Xuening Zhu, Hansheng Wang

Publication date: 20 March 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.014

zbMATH Keywords

least squares estimatorquasi-maximum likelihood estimatortwo-mode networklarge-scale networknetwork autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Polynomial network autoregressive models with divergent orders ⋮ Huber estimation for the network autoregressive model ⋮ Network Functional Varying Coefficient Model ⋮ Bipartite network influence analysis of a two-mode network ⋮ Subnetwork estimation for spatial autoregressive models in large-scale networks ⋮ Crawling subsampling for multivariate spatial autoregression model in large-scale networks ⋮ A blockwise network autoregressive model with application for fraud detection ⋮ Grouped spatial autoregressive model

Uses Software

• Arc_Mat
• spBayes
• astsa

Cites Work

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