Estimation and model selection in general spatial dynamic panel data models

DOI10.1073/PNAS.1917411117MaRDI QIDQ5854827zbMATH OpenOpenAlexWikidataFDO

Authors Baisuo Jin, Yuehua Wu, Li Hou, C. R. Rao

Publication date 12 March 2021

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.1917411117

zbMATH Keywords

dynamic panel data model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

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Cites work

• A stepwise regression method and consistent model selection for highdimensional sparse linear models
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
• Estimation Methods for Models of Spatial Interaction
• Estimation of Dynamic Models with Error Components
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3053476 (Why is no real title available?)
• Nearly unbiased variable selection under minimax concave penalty
• Network vector autoregression
• ON STATIONARY PROCESSES IN THE PLANE
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
• Variable selection for spatial autoregressive models with a diverging number of parameters
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(5)

• Spatial system estimators for panel models: a sensitivity and simulation study
• Estimation of spatial panels
• ANALYSIS OF THE W-AMOEBA GETIS AND MORAN ON SPATIAL DYNAMIC PANEL MODELS
• Estimation and variable selection for high-dimensional spatial dynamic panel data models
• Robust two-stage estimation in general spatial dynamic panel data models

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