Variable selection for spatial autoregressive models with a diverging number of parameters

DOI10.1007/s00362-018-0984-2zbMath1443.62110OpenAlexW2790267535MaRDI QIDQ779691

Jiang Du, Rui-Yuan Cao, TianFa Xie

Publication date: 14 July 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-0984-2

zbMATH Keywords

instrumental variablevariable selectionoracle propertyspatial autoregressive models

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters, Variable selection of partially linear varying coefficient spatial autoregressive model, Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model, Estimation and testing of a higher-order partially linear spatial autoregressive model, Variable selection for spatial autoregressive models, Subset selection in network-linked data, Automatic variable selection for semiparametric spatial autoregressive model, Interquantile shrinkage in spatial additive autoregressive models, Recognition and variable selection in sparse spatial panel data models with fixed effects, Estimation and model selection in general spatial dynamic panel data models, Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

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