Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

被引：2
作者：
Liu, Yu [1 ]
Zhuang, Xiaoyang [2 ]
机构：
[1] Shanghai Normal Univ, Coll Math & Sci, Shanghai 200234, Peoples R China
[2] Huaqiao Univ, Coll Stat, Xiamen 361021, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2023年 / 194卷
关键词：
Shrinkage; Semi-parametric model; Spatial autoregressive; Panel data; VARIABLE SELECTION; LIKELIHOOD;
D O I：
10.1016/j.spl.2022.109746
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we develop a shrinkage estimator for semi-parametric spatial autoregres-sive panel data model with fixed effects. Its asymptotic and oracle properties are proved and its finite-sample performance is investigated. The method is also verified with one real data.(c) 2022 Elsevier B.V. All rights reserved.
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页数：8
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