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Abstract:
In this paper, linear spatial autoregressive (SAR) models with covariate measurement errors are studied. A three-stage least squares (3SLS) estimation method both with Berkson's and classical types of instrumental variables is proposed and asymptotic normality of the proposed estimator using each type of instrumental variables is derived under mild conditions. Simulation studies are conducted to investigate the finite sample performance of the proposed estimator. A real data example is used to illustrate the developed method. (c) 2022 Elsevier Inc. All rights reserved.
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JOURNAL OF MULTIVARIATE ANALYSIS
ISSN: 0047-259X
Year: 2022
Volume: 192
1 . 6
JCR@2022
1 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:20
JCR Journal Grade:2
CAS Journal Grade:2
Cited Count:
WoS CC Cited Count: 3
SCOPUS Cited Count: 3
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 4
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