Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
Fei Jin, Lung-fei Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Jin, Fei ; Lee, Lung-fei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 2, p. 336-358
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| Subject: | LASSO | Matrix exponential spatial specification | Nonlinear two-stage least squares | Oracle properties | Singular covariance matrix | Unknown heteroskedasticity | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra | Räumliche Interaktion | Spatial interaction | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110393