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- W3211156931 abstract "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." @default.
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- W3211156931 date "2021-11-01" @default.
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- W3211156931 title "PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects" @default.
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