Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator
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Publication:2297950
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Cited in
(11)- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
- P. C. Mahalanobis in the context of current econometrics research
- Variable selection in STAR models with neighbourhood effects using genetic algorithms
- On selection of spatial linear models for lattice data
- Variable selection and estimation for high-dimensional spatial autoregressive models
- Automatic variable selection for semiparametric spatial autoregressive model
- Variable selection of the spatial autoregressive quantile model with fixed effects
- Doubly regularized generalized linear models for spatial observations with high-dimensional covariates
- A review of regularised estimation methods and cross-validation in spatiotemporal statistics
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Robust variable selection with exponential squared loss for the spatial autoregressive model
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