A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models

doi:10.1080/17421772.2013.774093

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	A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models
	Zhang, Zhengyu
刊名	SPATIAL ECONOMIC ANALYSIS
	2013-06
卷号	8 期号:2 页码:176-194
关键词	spatial autoregression partially linear model pairwise difference C13 C14 C21
ISSN号	1742-1772
DOI	10.1080/17421772.2013.774093
英文摘要	We propose a pairwise difference estimator for partially linear spatial autoregressive models with heteroscedastic or/and spatially correlated error terms. In comparison with other competing estimators, e.g. the profile QMLE (Su & Jin, 2010) and the semiparametric GMM estimator (Su, 2012), our estimator has the advantage of computational simplicity particularly when one is interested in estimating the finite dimensional parameters in the model. Large sample properties of the estimator are formally established and a consistent estimate of the asymptotic CV matrix is provided. We then use the method to robustly estimate the effect of strategic interaction in deciding local school spending.
WOS研究方向	Business & Economics
语种	英语
出版者	ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
WOS记录号	WOS:000319324300004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1975]
专题	上海财经大学
通讯作者	Zhang, Zhengyu
作者单位	Shanghai Univ Finance & Econ, Sch Econ, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Zhengyu. A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models[J]. SPATIAL ECONOMIC ANALYSIS,2013,8(2):176-194.
APA	Zhang, Zhengyu.(2013).A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models.SPATIAL ECONOMIC ANALYSIS,8(2),176-194.
MLA	Zhang, Zhengyu."A Pairwise Difference Estimator for Partially Linear Spatial Autoregressive Models".SPATIAL ECONOMIC ANALYSIS 8.2(2013):176-194.