Model selection and averaging for higher-order spatial autoregressive model

MaRDI QIDQ5017273zbMATH OpenFDO

Authors Jun Liao, Li Wen, Jianxing Yin

Publication date 17 December 2021

zbMATH Keywords

higher-order spatial autoregressive modelmodel averagingmodel selection

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(6)

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• On selection of spatial weight matrix in spatial lag models
• scientific article; zbMATH DE number 7028971 (Why is no real title available?)
• Variable selection and estimation for high-dimensional spatial autoregressive models
• A semiparametric dynamic higher-order spatial autoregressive model
• Semiparametric partially linear varying coefficient higher-order spatial autoregressive model

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