caa a22 4500 605461635 CHVBK 20210128100244.0 cr unu---uuuuu 210128e20150301xx s 000 0 eng 10.1007/s10114-015-3569-1 doi (NATIONALLICENCE)springer-10.1007/s10114-015-3569-1 Estimation of partially specified spatial panel data models with random-effects [Elektronische Daten] [Yuan Zhang, Guang Yang] 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. Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 Spatial nationallicence panel data nationallicence partially linear nationallicence Zhang Yuan School of Finance and Business, Shanghai Normal University, 200234, Shanghai, P. R. China aut Yang Guang Department of Statistics, School of Economics, Jinan University, 510632, Guangzhou, P. R. China aut Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/3(2015-03-01), 456-478 1439-8516 31:3<456 2015 31 10114 https://doi.org/10.1007/s10114-015-3569-1 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10114-015-3569-1 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Zhang Yuan School of Finance and Business, Shanghai Normal University, 200234, Shanghai, P. R. China aut NATIONALLICENCE 700 1- Yang Guang Department of Statistics, School of Economics, Jinan University, 510632, Guangzhou, P. R. China aut NATIONALLICENCE 773 0- Acta Mathematica Sinica, English Series Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 31/3(2015-03-01), 456-478 1439-8516 31:3<456 2015 31 10114