Two-mode network autoregressive model for large-scale networks

DOI10.1016/j.jeconom.2020.01.014zbMath1456.62193MaRDI QIDQ2305985

Hansheng Wang, Feifei Wang, Danyang Huang, Xuening Zhu

Publication date: 20 March 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.014

zbMATH Keywords

least squares estimator; quasi-maximum likelihood estimator; two-mode network; large-scale network; network autoregressive model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Uses Software

• Arc_Mat
• spBayes
• astsa