Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model

Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model

In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables. The Si-SDPD model not only retains the advantages of the para...

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Bibliographic Details
Main Authors: Mengqi Zhang, Boping Tian
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Mathematics
Subjects:
profile maximum likelihood
nonparametric estimation
spatial dynamic panel data
single-index panel model
Online Access:https://www.mdpi.com/2227-7390/11/13/2947

Internet

https://www.mdpi.com/2227-7390/11/13/2947

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