Estimation and model selection in general spatial dynamic panel data models
From MaRDI portal
Publication:5854827
DOI10.1073/pnas.1917411117zbMath1461.62169OpenAlexW3007529866WikidataQ89865044 ScholiaQ89865044MaRDI QIDQ5854827
Li Hou, Yuehua Wu, Baisuo Jin, C. Radhakrishna Rao
Publication date: 12 March 2021
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.1917411117
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Point estimation (62F10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- A stepwise regression method and consistent model selection for high-dimensional sparse linear models
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Network vector autoregression
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Estimation of Dynamic Models with Error Components
- Estimation Methods for Models of Spatial Interaction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- ON STATIONARY PROCESSES IN THE PLANE
This page was built for publication: Estimation and model selection in general spatial dynamic panel data models
