Estimation and model selection in general spatial dynamic panel data models

DOI10.1073/pnas.1917411117zbMath1461.62169OpenAlexW3007529866WikidataQ89865044 ScholiaQ89865044MaRDI QIDQ5854827

Li Hou, Yuehua Wu, Baisuo Jin, C. Radhakrishna Rao

Publication date: 12 March 2021

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1917411117

zbMATH Keywords

dynamic panel data model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Point estimation (62F10)

Related Items (1)

Estimation and variable selection for high-dimensional spatial dynamic panel data models

Cites Work

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• Estimation Methods for Models of Spatial Interaction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
• ON STATIONARY PROCESSES IN THE PLANE

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