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Author:

Du, Jiang (Du, Jiang.) (Scholars:杜江) | Sun, Xiaoqian (Sun, Xiaoqian.) | Cao, Ruiyuan (Cao, Ruiyuan.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

SSCI Scopus SCIE

Abstract:

In this paper, a class of partially linear additive spatial autoregressive models (PLASARM) is studied. With the nonparametric functions approximated by basis functions, we propose a generalized method of moments estimator for PLASARM. Under mild conditions, we obtain the asymptotic normality for the finite parametric vector and the optimal convergence rate for nonparametric functions. In order to make statistical inference for parametric component, we propose the estimator for asymptotic covariance matrix of the parameter estimator and establish the asymptotic properties for the resulting estimators. Finite sample performance of the proposed method is assessed by Monte Carlo simulation studies, and the developed methodology is illustrated by an analysis of the Boston housing price data. (C) 2018 Elsevier B.V. All rights reserved.

Keyword:

Partially linear additive model Instrument variable Spatial autoregressive models

Author Community:

  • [ 1 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Sun, Xiaoqian]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Cao, Ruiyuan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 4 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

SPATIAL STATISTICS

ISSN: 2211-6753

Year: 2018

Volume: 25

Page: 52-67

2 . 3 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:63

JCR Journal Grade:3

Cited Count:

WoS CC Cited Count: 73

SCOPUS Cited Count: 75

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

Affiliated Colleges:

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