Variable Selection of High-Dimensional Spatial Autoregressive Panel Models with Fixed Effects
This paper studies the variable selection of high-dimensional spatial autoregressive panel models with fixed effects in which a matrix transformation method is applied to eliminate the fixed effects. Then, a penalized quasi-maximum likelihood is developed for variable selection and parameter estimat...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
|
| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2023/9837117 |