Estimation and testing of a higher-order partially linear spatial autoregressive model

DOI10.1080/00949655.2022.2062356MaRDI QIDQ5040531zbMATH OpenOpenAlexFDO

Authors Xiaojuan Kang, Tizheng Li

Publication date 17 October 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2022.2062356

zbMATH Keywords

two-stage least squaresinstrumental variablespartially linear modelseries estimationhigher-order spatial dependence

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Spatial models in economics (91B72)

Cites work

• A semiparametric spatial dynamic model
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• Convergence rates and asymptotic normality for series estimators
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• Hedonic housing prices and the demand for clean air
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• Nonparametric quantile estimations for dynamic smooth coefficient models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Semiparametric GMM estimation of spatial autoregressive models
• Statistical inference of partially specified spatial autoregressive model
• Statistical inference on the parametric component in partially linear spatial autoregressive models
• Variable selection for spatial autoregressive models with a diverging number of parameters
• Variable selection of partially linear varying coefficient spatial autoregressive model

Cited in

(5)

• Semiparametric partially linear varying coefficient higher-order spatial autoregressive model
• Statistical inference of partially linear spatial autoregressive model under constraint conditions
• Higher-order spatial autoregressive varying coefficient model: estimation and specification test
• Testing a linear relationship in varying coefficient spatial autoregressive models
• A semiparametric dynamic higher-order spatial autoregressive model

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Uses Software

• Arc_Mat

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