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Author:

罗国旺 (罗国旺.) | 吴密霞 (吴密霞.)

Indexed by:

CQVIP CSSCI

Abstract:

本文主要研究了部分线性可加空间自回归模型在参数线性约束下的模型推断问题.结合sieve两阶段最小二乘法和拉格朗日乘子法,提出了模型参数和未知函数的约束估计,并在一定的正则条件下证明了估计的渐近性质.进一步,本文构造了检验参数约束条件的检验统计量,并证明在约束条件为真时,该检验统计量渐近服从卡方分布.最后,通过模拟展现本文所提出的估计和检验的性质.

Keyword:

可加模型 工具变量 空间自回归 约束sieve-2SLS估计

Author Community:

  • [ 1 ] [罗国旺]北京工业大学
  • [ 2 ] [吴密霞]北京工业大学

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Source :

数理统计与管理

ISSN: 1002-1566

Year: 2020

Issue: 6

Volume: 39

Page: 1000-1009

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 2

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