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随机权重矩阵与解释变量下空间自回归模型的拟得分匹配估计AI 解读

With the rapid advancements in technology for data collection, the application of the spatial autoregressive (SAR) model has become increasingly prevalent in real-world analysis, particularly when dealing with large datasets. However, the commonly used quasi-maximum likelihood estimation (QMLE) for the SAR model is not computationally scalable to handle the data with a large size. In addition, when establishing the asymptotic properties of the parameter estimators of the SAR…

含固定效应与时变系数的半参数空间自回归面板模型AI 解读

This article considers a semiparametric spatial autoregressive (SAR) panel data model with fixed effects and time-varying coefficients. The time-varying coefficients are allowed to follow unknown functions of time, while the other parameters are assumed to be unknown constants. We propose a local linear quasi-maximum likelihood estimation method to obtain consistent estimators for the SAR coefficient, the variance of the error term, and the nonparametric time-varying…