标题
Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
作者
关键词
-
出版物
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume -, Issue -, Pages 1-41
出版商
Informa UK Limited
发表日期
2019-05-23
DOI
10.1080/07350015.2019.1569526
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Functional-coefficient spatial autoregressive models with nonparametric spatial weights
- (2016) Yiguo Sun JOURNAL OF ECONOMETRICS
- ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- (2016) Marcelo C. Medeiros et al. JOURNAL OF ECONOMETRICS
- Detection and Estimation of Block Structure in Spatial Weight Matrix
- (2015) Clifford Lam et al. Econometric Reviews
- Oracle inequalities for high dimensional vector autoregressions
- (2015) Anders Bredahl Kock et al. JOURNAL OF ECONOMETRICS
- Regularization Paths for Generalized Linear Models via Coordinate Descent
- (2015) Jerome Friedman et al. Journal of Statistical Software
- Covariance and precision matrix estimation for high-dimensional time series
- (2014) Xiaohui Chen et al. ANNALS OF STATISTICS
- Endogeneity in high dimensions
- (2014) Jianqing Fan et al. ANNALS OF STATISTICS
- Asymptotic theory for stationary processes
- (2013) Wei Biao Wu Statistics and Its Interface
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
- (2012) ECONOMETRICA
- Nonconcave Penalized Likelihood With NP-Dimensionality
- (2011) Jianqing Fan et al. IEEE TRANSACTIONS ON INFORMATION THEORY
- Nonparametric inference of quantile curves for nonstationary time series
- (2010) Zhou Zhou ANNALS OF STATISTICS
- Estimation of spatial autoregressive panel data models with fixed effects
- (2009) Lung-fei Lee et al. JOURNAL OF ECONOMETRICS
- NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
- (2009) Xiaofeng Shao ECONOMETRIC THEORY
- Extended Bayesian information criteria for model selection with large model spaces
- (2008) J. Chen et al. BIOMETRIKA
- Shrinkage tuning parameter selection with a diverging number of parameters
- (2008) Hansheng Wang et al. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Add your recorded webinar
Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.
Upload NowBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started