Detection and Estimation of Block Structure in Spatial Weight Matrix

DOI10.1080/07474938.2015.1085775zbMath1491.62238OpenAlexW63522026MaRDI QIDQ5864504

Pedro C. L. Souza, Clifford Lam

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/59898/

zbMATH Keywords

spatial weight matrixLasso penalizationNagaev-type inequalityspatial lag/error modelzero-block consistency

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Spatial models in economics (91B72)

Related Items (3)

Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks ⋮ Spatial autoregressions with an extended parameter space and similarity-based weights ⋮ Model Selection and Shrinkage: An Overview

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Spectral analysis of large dimensional random matrices
• Least angle regression. (With discussion)
• Nonparametric functional data analysis. Theory and practice.
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Spatial Price Competition: A Semiparametric Approach

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