Estimation of partially linear single-index spatial autoregressive model

Suli Cheng; Jianbao Chen

doi:10.1007/s00362-019-01105-y

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Estimation of partially linear single-index spatial autoregressive model

Suli Cheng Jianbao Chen

Year: 2019 Journal: Statistical Papers Vol: 62 (1)Pages: 495-531 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-019-01105-y

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Keywords:

Estimator Autoregressive model Asymptotic distribution Consistency (knowledge bases) Monte Carlo method Applied mathematics Mathematics Strong consistency Index (typography) STAR model Statistics Econometrics Computer science Autoregressive integrated moving average Time series

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Estimation of partially linear single-index spatial autoregressive model

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