PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects

This article deals with asymmetrical spatial data which can be modeled by a partially linear varying coefficient spatial autoregressive panel model (PLVCSARPM) with random effects. We constructed its profile quasi-maximum likelihood estimators (PQMLE). The consistency and asymptotic normality of the...

Description complète

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Shuangshuang Li, Jianbao Chen, Danqing Chen
Format:	article
Langue:	EN
Publié:	MDPI AG 2021
Sujets:	PLVCSARPM PQMLE consistency asymptotic normality Monte Carlo simulation asymmetric data Mathematics QA1-939
Accès en ligne:	https://doaj.org/article/24e810e88aba4ba89bc00cb5b7e26ea7
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

id	oai:doaj.org-article:24e810e88aba4ba89bc00cb5b7e26ea7
record_format	dspace
spelling	oai:doaj.org-article:24e810e88aba4ba89bc00cb5b7e26ea72021-11-25T19:06:23ZPQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects10.3390/sym131120572073-8994https://doaj.org/article/24e810e88aba4ba89bc00cb5b7e26ea72021-11-01T00:00:00Zhttps://www.mdpi.com/2073-8994/13/11/2057https://doaj.org/toc/2073-8994This article deals with asymmetrical spatial data which can be modeled by a partially linear varying coefficient spatial autoregressive panel model (PLVCSARPM) with random effects. We constructed its profile quasi-maximum likelihood estimators (PQMLE). The consistency and asymptotic normality of the estimators were proved under some regular conditions. Monte Carlo simulations implied our estimators have good finite sample performance. Finally, a set of asymmetric real data applications was analyzed for illustrating the performance of the provided method.Shuangshuang LiJianbao ChenDanqing ChenMDPI AGarticlePLVCSARPMPQMLEconsistency asymptotic normalityMonte Carlo simulationasymmetric dataMathematicsQA1-939ENSymmetry, Vol 13, Iss 2057, p 2057 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	PLVCSARPM PQMLE consistency asymptotic normality Monte Carlo simulation asymmetric data Mathematics QA1-939
spellingShingle	PLVCSARPM PQMLE consistency asymptotic normality Monte Carlo simulation asymmetric data Mathematics QA1-939 Shuangshuang Li Jianbao Chen Danqing Chen PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
description	This article deals with asymmetrical spatial data which can be modeled by a partially linear varying coefficient spatial autoregressive panel model (PLVCSARPM) with random effects. We constructed its profile quasi-maximum likelihood estimators (PQMLE). The consistency and asymptotic normality of the estimators were proved under some regular conditions. Monte Carlo simulations implied our estimators have good finite sample performance. Finally, a set of asymmetric real data applications was analyzed for illustrating the performance of the provided method.
format	article
author	Shuangshuang Li Jianbao Chen Danqing Chen
author_facet	Shuangshuang Li Jianbao Chen Danqing Chen
author_sort	Shuangshuang Li
title	PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
title_short	PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
title_full	PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
title_fullStr	PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
title_full_unstemmed	PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects
title_sort	pqmle of a partially linear varying coefficient spatial autoregressive panel model with random effects
publisher	MDPI AG
publishDate	2021
url	https://doaj.org/article/24e810e88aba4ba89bc00cb5b7e26ea7
work_keys_str_mv	AT shuangshuangli pqmleofapartiallylinearvaryingcoefficientspatialautoregressivepanelmodelwithrandomeffects AT jianbaochen pqmleofapartiallylinearvaryingcoefficientspatialautoregressivepanelmodelwithrandomeffects AT danqingchen pqmleofapartiallylinearvaryingcoefficientspatialautoregressivepanelmodelwithrandomeffects
_version_	1718410266384793600

PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects

Documents similaires