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作者:

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

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SSCI Scopus SCIE

摘要:

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.

关键词:

Partially linear additive model Instrument variable Spatial autoregressive models

作者机构:

  • [ 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

通讯作者信息:

  • 杜江

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

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来源 :

SPATIAL STATISTICS

ISSN: 2211-6753

年份: 2018

卷: 25

页码: 52-67

2 . 3 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:63

JCR分区:3

被引次数:

WoS核心集被引频次: 64

SCOPUS被引频次: 66

ESI高被引论文在榜: 0 展开所有

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