GMM estimation of partially linear additive spatial autoregressive model

DOI10.1016/J.CSDA.2023.107712OpenAlexW4319073081MaRDI QIDQ6168919

Suli Cheng, Jianbao Chen

Publication date: 11 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2023.107712

zbMATH Keywords

asymptotic normalityMonte Carlo simulationlocal linear estimationGMM estimationPLASARM

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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