The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demography,epidemiology,regional economics,and psychology.With the deepening of...The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demography,epidemiology,regional economics,and psychology.With the deepening of research,some scholars find that there are some model specifications in spatial econometrics,such as spatial autoregressive(SAR)model and matrix exponential spatial specification(MESS),which cannot be nested within each other.Compared with the common SAR models,the MESS models have computational advantages because it eliminates the need for logarithmic determinant calculation in maximum likelihood estimation and Bayesian estimation.Meanwhile,MESS models have theoretical advantages.However,the theoretical research and application of MESS models have not been promoted vigorously.Therefore,the study of MESS model theory has practical significance.This paper studies the quasi maximum likelihood estimation for matrix exponential spatial specification(MESS)varying coefficient panel data models with fixed effects.It is shown that the estimators of model parameters and function coefficients satisfy the consistency and asymptotic normality to make a further supplement for the theoretical study of MESS model.展开更多
基金supported by the Innovation Project of Guangxi Graduate Education(YCSW2021073).
文摘The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demography,epidemiology,regional economics,and psychology.With the deepening of research,some scholars find that there are some model specifications in spatial econometrics,such as spatial autoregressive(SAR)model and matrix exponential spatial specification(MESS),which cannot be nested within each other.Compared with the common SAR models,the MESS models have computational advantages because it eliminates the need for logarithmic determinant calculation in maximum likelihood estimation and Bayesian estimation.Meanwhile,MESS models have theoretical advantages.However,the theoretical research and application of MESS models have not been promoted vigorously.Therefore,the study of MESS model theory has practical significance.This paper studies the quasi maximum likelihood estimation for matrix exponential spatial specification(MESS)varying coefficient panel data models with fixed effects.It is shown that the estimators of model parameters and function coefficients satisfy the consistency and asymptotic normality to make a further supplement for the theoretical study of MESS model.
基金supported by the High-Level Personnel Fund of Xiamen University of Technology(Grant No.YKJ15031R)the Graduate Innovation Fund of Shanghai University of Finance and Economics(Grant No.CXJJ-2013-459)
基金supported by the Science and Technology Research Program of Chongqing Education Commission(Grant No.KJZD-M202100801)the Fifth Batch of Excellent Talent Support Program of Chongqing Colleges and University(Grant No.68021900601)+4 种基金the Natural Science Foundation of CQ CSTC(Grant No.cstc.2018jcyjA2073)the Program for the Chongqing Statistics Postgraduate Supervisor Team(Grant No.yds183002)the Chongqing Social Science Plan Project(Grant No.2019WT59)the Open Project from Chongqing Key Laboratory of Social Economy and Applied Statistics(Grant No.KFJJ2018066)the Mathematic and Statistics Team from Chongqing Technology and Business University(Grant No.ZDPTTD201906).
