Variable selection for spatial autoregressive models
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
- Better Subset Regression Using the Nonnegative Garrote
- Efficient estimation of the semiparametric spatial autoregressive model
- Estimation Methods for Models of Spatial Interaction
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- Regularization parameter selections via generalized information criterion
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Shrinkage estimation of the linear model with spatial interaction
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
- Variable selection for spatial autoregressive models with a diverging number of parameters
Cited in
(5)- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Automatic variable selection for semiparametric spatial autoregressive model
- Variable selection for spatial nonparametric regression
- Variable selection for nonparametric spatial expectile regression using deep neural networks
- Variable selection of the spatial autoregressive quantile model with fixed effects
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