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: | Miaojie Xia, Yuqi Zhang, Ruiqin Tian |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2023-01-01
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Series: | Journal of Mathematics |
Online Access: | http://dx.doi.org/10.1155/2023/9837117 |
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