Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model
From MaRDI portal
Publication:5036903
DOI10.1080/00949655.2020.1788561OpenAlexW3041092968MaRDI QIDQ5036903
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1788561
spatial dependencepenalized likelihoodpartially linear spatial autoregressive modellocal polynomial smoothing methodquasi-maximum likelihood method
Related Items
Automatic variable selection for semiparametric spatial autoregressive model, Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation and testing for partially linear single-index models
- The Adaptive Lasso and Its Oracle Properties
- Shrinkage estimation of the linear model with spatial interaction
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity
- Penalized least squares for single index models
- Semiparametric GMM estimation of spatial autoregressive models
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Variable selection in nonparametric additive models
- SCAD-penalized regression in high-dimensional partially linear models
- Hedonic housing prices and the demand for clean air
- Heuristics of instability and stabilization in model selection
- Functional form and spatial dependence in dynamic panels
- Estimation of partially specified spatial panel data models with random-effects
- A semiparametric spatial dynamic model
- Statistical inference of partially specified spatial autoregressive model
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Variable selection in semiparametric regression modeling
- Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models
- A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Statistical View of Some Chemometrics Regression Tools
- Second Order Approximation in the Partially Linear Regression Model
- Shrinkage Estimation of the Varying Coefficient Model
- Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Estimation of partially specified spatial panel data models with fixed-effects
- Estimation and variable selection for semiparametric additive partial linear models
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications