Detection and estimation of block structure in spatial weight matrix

DOI10.1080/07474938.2015.1085775MaRDI QIDQ5864504zbMATH OpenOpenAlexFDO

Authors Clifford Lam, Pedro C. L. Souza

Publication date 7 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://eprints.lse.ac.uk/59898/

zbMATH Keywords

Lasso penalizationNagaev-type inequalityspatial lag/error modelspatial weight matrixzero-block consistency

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20) Spatial models in economics (91B72)

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Cites work

• Least angle regression. (With discussion)
• Nonparametric functional data analysis. Theory and practice.
• Shrinkage tuning parameter selection with a diverging number of parameters
• Spatial Price Competition: A Semiparametric Approach
• Spectral analysis of large dimensional random matrices
• The Adaptive Lasso and Its Oracle Properties

Cited in

(9)

• APPLICATION OF BLOCK THEORY MODELING ON SPATIAL BLOCK TOPOLOGICAL IDENTIFICATION TO ROCK SLOPE STABILITY ANALYSIS
• Efficient block boundaries estimation in block-wise constant matrices: an application to HiC data
• scientific article; zbMATH DE number 6796298 (Why is no real title available?)
• Model Selection and Shrinkage: An Overview
• Estimation of the Spatial Weighting Matrix for Spatiotemporal Data under the Presence of Structural Breaks
• Spatial autoregressions with an extended parameter space and similarity-based weights
• Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
• Identifying network ties from panel data: theory and an application to tax competition
• A review of regularised estimation methods and cross-validation in spatiotemporal statistics

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