Detection and Estimation of Block Structure in Spatial Weight Matrix

DOI10.1080/07474938.2015.1085775zbMath1491.62238MaRDI QIDQ5864504

Clifford Lam, Pedro C. L. Souza

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/59898/

zbMATH Keywords

spatial weight matrix; Lasso penalization; Nagaev-type inequality; spatial lag/error model; zero-block consistency

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62P20: Applications of statistics to economics

62J07: Ridge regression; shrinkage estimators (Lasso)

91B72: Spatial models in economics