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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.
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Source :
AXIOMS
Year: 2025
Issue: 2
Volume: 14
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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