PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects

PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects

This article deals with asymmetrical spatial data which can be modeled by a partially linear varying coefficient spatial autoregressive panel model (PLVCSARPM) with random effects. We constructed its profile quasi-maximum likelihood estimators (PQMLE). The consistency and asymptotic normality of the...

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Bibliographic Details
Main Authors: Shuangshuang Li, Jianbao Chen, Danqing Chen
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Symmetry
Subjects:
PLVCSARPM
PQMLE
consistency asymptotic normality
Monte Carlo simulation
asymmetric data
Online Access:https://www.mdpi.com/2073-8994/13/11/2057

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