Consistent two-stage estimation in heterogeneous network autoregressive model

DOI10.1016/j.spl.2024.110147MaRDI QIDQ6580280

Jiayang Zhao, Jie Liu, Yuting Su

Publication date: 29 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

heterogeneityordinary least squaresinstrumental variablesscreeningnetwork autoregressive model

Mathematics Subject Classification ID

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

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