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...

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Bibliographic Details
Main Authors: Shuangshuang Li, Jianbao Chen, Danqing Chen
Format: article
Language:EN
Published: MDPI AG 2021
Subjects:
Online Access:https://doaj.org/article/24e810e88aba4ba89bc00cb5b7e26ea7
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