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Author:

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

Indexed by:

Scopus SCIE

Abstract:

In this paper, bias-corrected instrumental variable estimation methods, specifically the bias- corrected two-stage least square (2SLS) estimation and the bias-corrected asymptotically best 2SLS estimation, are proposed for spatial autoregressive (SAR) models with covariate measurement errors, utilizing available information regarding the variance of the measurement error. Under mild assumptions, the consistency and asymptotic normality of the proposed estimators are derived. Simulation studies further reveal that the proposed methods exhibit robustness regardless of the presence of spatial dependence in the model. Additionally, a real data example is utilized to illustrate the developed methods.

Keyword:

Bias-corrected Measurement error Instrumental variable Spatial data

Author Community:

  • [ 1 ] [Luo, Guowang]Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang 550025, Peoples R China
  • [ 2 ] [Wu, Mixia]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 吴密霞

    [Wu, Mixia]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China

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Source :

SPATIAL STATISTICS

ISSN: 2211-6753

Year: 2025

Volume: 65

2 . 3 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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