Robust two-stage estimation in general spatial dynamic panel data models

DOI10.1007/S11424-023-2172-2MaRDI QIDQ6594995zbMATH OpenFDO

Authors Hao Ding, Baisuo Jin, Yuehua Wu

Publication date 29 August 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

outliersasymptotic normalitymodel selectionconsistencyM-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 775848 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Asymptotic behavior of M-estimators for the linear model
• Convex Analysis
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects
• Estimating the dimension of a model
• Estimation Methods for Models of Spatial Interaction
• Estimation and model selection in general spatial dynamic panel data models
• General \(M\)-estimation
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave penalized M-estimation with a diverging number of parameters
• ON STATIONARY PROCESSES IN THE PLANE
• One-Step Huber Estimates in the Linear Model
• Probability
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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