Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model
空间滞后模型中空间权重矩阵的估计与选择
Spatial econometric models allow for interactions among variables through the specification of a spatial weight matrix. Practitioners often face the risk of misspecification of such a matrix. In many problems a number of potential specifications exist, such as geographic distances, or various economic quantities among variables. We propose estimating the best linear combination of these specifications, added with a potentially sparse adjustment matrix. The coefficients in…