GMM estimation and variable selection of partially linear additive spatial autoregressive model

DOI10.1007/S00362-023-01481-6MaRDI QIDQ6579423FDOQ6579423

Authors: Fang Lu, Guo-Liang Tian, Jing Yang 

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesgeneralized method of momentsmooth-threshold estimating equationsemiparametric spatial econometric modelspill-over effect

Mathematics Subject Classification ID

Statistics (62-XX)

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