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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.
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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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