Robust two-stage estimation in general spatial dynamic panel data models

DOI10.1007/s11424-023-2172-2zbMath1544.62308MaRDI QIDQ6594995

Hao Ding, Yuehua Wu, Baisuo Jin

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

outliersconsistencyasymptotic normalitymodel selectionM-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Estimation and model selection in general spatial dynamic panel data models
• Robust Statistics

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