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Author:

Tian, Ruiqin (Tian, Ruiqin.) | Xia, Miaojie (Xia, Miaojie.) | Xu, Dengke (Xu, Dengke.)

Indexed by:

SCIE

Abstract:

This paper proposes a variable selection method for a semiparametric varying coefficient spatial autoregressive panel model with fixed effects based on a penalized profile quasi-likelihood method, which can simultaneously select significant variables in parametric components and nonparametric components without estimating fixed effects. With an appropriate selection of the tuning parameters and some mild assumptions, the consistency of this procedure and the oracle property of the obtained estimators are established. Then, we conduct some Monte Carlo simulations to assess the finite sample performance of the proposed variable selection method, and finally, we analyze a real dataset for further illustration.

Keyword:

fixed effects variable selection profile quasi-likelihood spatial autoregressive panel model semiparametric varying coefficient

Author Community:

  • [ 1 ] [Tian, Ruiqin]Hangzhou Normal Univ, Sch Math, Hangzhou 311121, Peoples R China
  • [ 2 ] [Xia, Miaojie]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 3 ] [Xu, Dengke]Hangzhou Dianzi Univ, Sch Econ, Hangzhou 310018, Peoples R China

Reprint Author's Address:

  • [Tian, Ruiqin]Hangzhou Normal Univ, Sch Math, Hangzhou 311121, Peoples R China

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Source :

AXIOMS

Year: 2025

Issue: 2

Volume: 14

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: 11

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