Estimation and variable selection for high-dimensional spatial dynamic panel data models
高维空间动态面板模型的估计与变量选择
Spatiotemporal modeling of networks is of great practical importance, with modern applications in epidemiology and social network analysis. Despite rapid methodological advances, how to effectively and efficiently estimate the parameters of spatial dynamic panel models remains a challenging problem. To tackle this problem, we construct consistent complex least-squares estimators by the eigendecomposition of a spatial weight matrix method originally proposed for undirected…