Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447)
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scientific article; zbMATH DE number 6952365
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| English | Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model |
scientific article; zbMATH DE number 6952365 |
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Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (English)
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12 October 2018
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matrix exponential spatial specification
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unknown heteroskedasticity
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nonlinear two-stage least squares
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singular covariance matrix
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irregular estimates and test statistics
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Lasso
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oracle properties
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0.7576481699943542
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0.7492243051528931
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0.7372357249259949
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0.7362015843391418
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