In this paper empirical likelihood(EL)-based inference for a semiparametric varyingcoefficient spatial autoregressive model is investigated.The maximum EL estimators for the parametric component and the nonparametric ...In this paper empirical likelihood(EL)-based inference for a semiparametric varyingcoefficient spatial autoregressive model is investigated.The maximum EL estimators for the parametric component and the nonparametric component are established.Furthermore,asymptotic properties of the proposed estimators and EL ratios are derived,and the corresponding confidence regions/bands are constructed.Their finite sample performances are studied via simulation and an example.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11771032Scientific Research Foundation for Young Talents of Department of Education of Guizhou ProvinceScientific Research Foundation of Guizhou University of Finance and Economics under Grant No.2021YJ027。
文摘In this paper empirical likelihood(EL)-based inference for a semiparametric varyingcoefficient spatial autoregressive model is investigated.The maximum EL estimators for the parametric component and the nonparametric component are established.Furthermore,asymptotic properties of the proposed estimators and EL ratios are derived,and the corresponding confidence regions/bands are constructed.Their finite sample performances are studied via simulation and an example.
