Estimation of partially specified spatial panel data models with random-effects
| LEADER | caa a22 4500 | ||
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| 001 | 605461635 | ||
| 003 | CHVBK | ||
| 005 | 20210128100244.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150301xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10114-015-3569-1 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-3569-1 | ||
| 245 | 0 | 0 | |a Estimation of partially specified spatial panel data models with random-effects |h [Elektronische Daten] |c [Yuan Zhang, Guang Yang] |
| 520 | 3 | |a In this article, we study estimation of a partially specified spatial panel data linear regression with random-effects. Under the conditions of exogenous spatial weighting matrix and exogenous regressors, we give an instrumental variable estimation. Under certain sufficient assumptions, we show that the proposed estimator for the finite dimensional parameter is root-N consistent and asymptotically normally distributed and the proposed estimator for the unknown function is consistent and asymptotically distributed. Consistent estimators for the asymptotic variance-covariance matrices of both the parametric and unknown components are provided. The Monte Carlo simulation results verify our theory and suggest that the approach has some practical value. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Spatial |2 nationallicence | |
| 690 | 7 | |a panel data |2 nationallicence | |
| 690 | 7 | |a partially linear |2 nationallicence | |
| 700 | 1 | |a Zhang |D Yuan |u School of Finance and Business, Shanghai Normal University, 200234, Shanghai, P. R. China |4 aut | |
| 700 | 1 | |a Yang |D Guang |u Department of Statistics, School of Economics, Jinan University, 510632, Guangzhou, P. R. China |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/3(2015-03-01), 456-478 |x 1439-8516 |q 31:3<456 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-3569-1 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-3569-1 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zhang |D Yuan |u School of Finance and Business, Shanghai Normal University, 200234, Shanghai, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Yang |D Guang |u Department of Statistics, School of Economics, Jinan University, 510632, Guangzhou, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/3(2015-03-01), 456-478 |x 1439-8516 |q 31:3<456 |1 2015 |2 31 |o 10114 | ||