Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances

被引：0
|
作者：
Yongsong Qin
机构：
[1] Guangxi Normal University,Department of Statistics
来源：
Sankhya A | 2021年 / 83卷
关键词：
Spatial ARAR model; Empirical likelihood; Confidence region; Primary 62G05; Secondary 62E20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The empirical likelihood ratio statistics are constructed for the parameters in spatial autoregressive models with spatial autoregressive disturbances. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters in the models.
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页码：1 / 25
页数：24
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