Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects

Ruiqin Tian; Miaojie Xia; Dengke Xu

doi:10.1007/s00362-024-01586-6

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Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects

Ruiqin Tian Miaojie Xia Dengke Xu

Year: 2024 Journal: Statistical Papers Vol: 65 (8)Pages: 5109-5143 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-024-01586-6

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Keywords:

Autoregressive model Panel data Semiparametric model Mathematics Statistics Maximum likelihood Estimation Fixed effects model STAR model Econometrics Time series Economics Autoregressive integrated moving average Nonparametric statistics

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Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Economic and Environmental Valuation

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Regional Economics and Spatial Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects

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