کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5096805 1376551 2010 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
چکیده انگلیسی
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are partially linear. The rate of convergence of the spatial parameter estimator depends on some general features of the spatial weight matrix of the model. The estimators of other finite-dimensional parameters in the model have the regular n-rate of convergence and the estimator of the nonparametric component is consistent but with different restrictions on the choice of bandwidth parameter associated with different natures of the spatial weights. Monte Carlo simulations verify our theory and indicate that our estimators perform reasonably well in finite samples.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 157, Issue 1, July 2010, Pages 18-33
نویسندگان
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