Robust two-stage estimation in general spatial dynamic panel data models
From MaRDI portal
Publication:6594995
DOI10.1007/S11424-023-2172-2zbMATH Open1544.62308MaRDI QIDQ6594995FDOQ6594995
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)
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)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- Estimating the dimension of a model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Estimation Methods for Models of Spatial Interaction
- Robust Estimation of a Location Parameter
- ON STATIONARY PROCESSES IN THE PLANE
- Robust Statistics
- General \(M\)-estimation
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Convex Analysis
- Title not available (Why is that?)
- A strongly consistent information criterion for linear model selection based on \(M\)-estimation
- One-Step Huber Estimates in the Linear Model
- Nonconcave penalized M-estimation with a diverging number of parameters
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Asymptotic behavior of M-estimators for the linear model
- Title not available (Why is that?)
- Probability
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Estimation and model selection in general spatial dynamic panel data models
This page was built for publication: Robust two-stage estimation in general spatial dynamic panel data models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6594995)