Model Checking in Partially Linear Spatial Autoregressive Models

DOI10.1080/07350015.2024.2301958MaRDI QIDQ7023621zbMATH OpenFDO

Authors Zixin Yang, Xiaojun Song, Jihai Yu

Publication date 21 February 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2024.2301958

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• Specification test for high-dimensional partially linear varying coefficient spatial autoregressive model
• Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
• Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints

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