Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model

Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model

This paper studies the estimation and inference of a partially linear varying coefficient spatial autoregressive panel data model with fixed effects. By means of the basis function approximations and the instrumental variable methods, we propose a two-stage least squares estimation procedure to esti...

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Bibliographic Details
Main Authors: Sanying Feng, Tiejun Tong, Sung Nok Chiu
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:Mathematics
Subjects:
partially linear varying coefficient model
panel data
spatial autoregressive model
instrumental variable
two-stage least squares
empirical likelihood
Online Access:https://www.mdpi.com/2227-7390/11/22/4606

Internet

https://www.mdpi.com/2227-7390/11/22/4606

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