Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model

DOI10.1080/07350015.2019.1569526MaRDI QIDQ6626344zbMATH OpenFDO

Authors Clifford Lam, Pedro C. L. Souza

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
• Mutual influence regression model
• Multivariate spatiotemporal models with low rank coefficient matrix

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