Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1937652 ◽

2021 ◽

pp. 1-16

Author(s):

Peixin Zhao ◽

Haogeng Gan ◽

Suli Cheng ◽

Xiaoshuang Zhou

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Gmm Estimation ◽

Partially Linear ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Statistical inference for partially linear additive spatial autoregressive models

Spatial Statistics ◽

10.1016/j.spasta.2018.04.008 ◽

2018 ◽

Vol 25 ◽

pp. 52-67 ◽

Author(s):

Jiang Du ◽

Xiaoqian Sun ◽

Ruiyuan Cao ◽

Zhongzhan Zhang

Keyword(s):

Statistical Inference ◽

Autoregressive Models ◽

Partially Linear ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

Journal of Econometrics ◽

10.1016/j.jeconom.2009.10.033 ◽

2010 ◽

Vol 157 (1) ◽

pp. 18-33 ◽

Author(s):

Liangjun Su ◽

Sainan Jin

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Models ◽

Partially Linear ◽

Spatial Autoregressive ◽

Quasi Maximum Likelihood ◽

Spatial Autoregressive Models

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Variable selection for spatial autoregressive models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1649428 ◽

2019 ◽

pp. 1-16

Author(s):

Li Xie ◽

Xiaorui Wang ◽

Weihu Cheng ◽

Tian Tang

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Selection For ◽

Spatial Autoregressive Models

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Variable selection and estimation for high‐dimensional spatial autoregressive models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12452 ◽

2020 ◽

Vol 47 (2) ◽

pp. 587-607

Author(s):

Liqian Cai ◽

Tapabrata Maiti

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

High Dimensional ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models ◽

Variable Selection And Estimation

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The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models

Journal of Econometrics ◽

10.1016/j.jeconom.2006.09.006 ◽

2007 ◽

Vol 140 (1) ◽

pp. 155-189 ◽

Author(s):

Lung-fei Lee

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Orthogonal projection based variable selection for semiparametric spatial autoregressive models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2021.2012193 ◽

2021 ◽

pp. 1-12

Author(s):

Peixin Zhao ◽

Hao Wu ◽

Suli Cheng ◽

Yiping Yang

Keyword(s):

Variable Selection ◽

Orthogonal Projection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Selection For ◽

Spatial Autoregressive Models

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GMM estimation of spatial autoregressive models with unknown heteroskedasticity

Journal of Econometrics ◽

10.1016/j.jeconom.2009.10.035 ◽

2010 ◽

Vol 157 (1) ◽

pp. 34-52 ◽

Author(s):

Xu Lin ◽

Lung-fei Lee

Keyword(s):

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Bayesian Variable Selection in Spatial Autoregressive Models

Spatial Economic Analysis ◽

10.1080/17421772.2016.1227468 ◽

2016 ◽

Vol 11 (4) ◽

pp. 457-479 ◽

Author(s):

Philipp Piribauer ◽

Jesús Crespo Cuaresma

Keyword(s):

Variable Selection ◽

Bayesian Variable Selection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity

Econometric Reviews ◽

10.1080/07474938.2017.1308087 ◽

2017 ◽

Vol 38 (4) ◽

pp. 359-385 ◽

Author(s):

Xiaodong Liu ◽

Paulo Saraiva

Keyword(s):

Simultaneous Equations ◽

Autoregressive Models ◽

Gmm Estimation ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models

Spatial Economic Analysis ◽

10.1080/17421772.2013.774093 ◽

2013 ◽

Vol 8 (2) ◽

pp. 176-194 ◽

Author(s):

Zhengyu Zhang

Keyword(s):

Autoregressive Models ◽

Difference Estimator ◽

Partially Linear ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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