Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
type: Item
instance of: scholarly article
title: Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
zbMATH Open document ID: 1452.62922
author: Fei Jin
author: Lung-fei Lee
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6952365
zbMATH Keywords: matrix exponential spatial specification
zbMATH Keywords: unknown heteroskedasticity
zbMATH Keywords: nonlinear two-stage least squares
zbMATH Keywords: singular covariance matrix
zbMATH Keywords: irregular estimates and test statistics
zbMATH Keywords: Lasso
zbMATH Keywords: oracle properties
describes a project that uses: SLEP
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.06.005
OpenAlex ID: W2810007484
Wikidata QID: Q115571103
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DOI: 10.1016/J.JECONOM.2018.06.005
description: scientific article; zbMATH DE number 6952365