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Author:

Luo Guowang (Luo Guowang.) | Wu Mixia (Wu Mixia.) (Scholars:吴密霞) | Pang Zhen (Pang Zhen.)

Indexed by:

EI Scopus SCIE

Abstract:

In this paper empirical likelihood (EL)-based inference for a semiparametric varying-coefficient spatial autoregressive model is investigated. The maximum EL estimators for the parametric component and the nonparametric component are established. Furthermore, asymptotic properties of the proposed estimators and EL ratios are derived, and the corresponding confidence regions/bands are constructed. Their finite sample performances are studied via simulation and an example.

Keyword:

instrumental variable empirical likelihood Wilks theorem Confidence regions residual-adjusted

Author Community:

  • [ 1 ] [Luo Guowang]Guizhou Univ Finance & Econ, Coll Big Data Stat, Guiyang 550025, Peoples R China
  • [ 2 ] [Wu Mixia]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Pang Zhen]Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China

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Source :

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY

ISSN: 1009-6124

Year: 2021

Issue: 6

Volume: 34

Page: 2310-2333

2 . 1 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:31

JCR Journal Grade:4

Cited Count:

WoS CC Cited Count: 7

SCOPUS Cited Count: 7

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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