[1]刘宣,马海强,邓胜伶.空间误差模型的变量选择[J].延边大学学报(自然科学版),2020,46(01):15-19.
 LIU Xuan,MA Haiqiang,DENG Shengling.Variable selection for the spatial error model[J].Journal of Yanbian University,2020,46(01):15-19.
点击复制

空间误差模型的变量选择

参考文献/References:

[1] CLIFF A D, ORD J K. Spatial Autocorrelation[M]. London: Pion Ltd, 1973.
[2] ANSELIN L. Spatial econometrics: methods and models[M]. The Netherlands: Kluwer Academic Publishers, 1988.
[3] LESAGE J, PACE R. Introduction to spatial econometrics[M]. Boca Raton: CRC Press, 2009.
[4] LEE L F. Asymptotic distributions of quasi -maximum likelihood estimators for spatial autoregressive models[J]. Econometrica, 2004,72:1899-1925.
[5] ANSELIN L. Non -nested tests on the weight structure in spatial autoregressive models: Some Monte Carlo results[J]. Journal of Regional Science, 2006,26(2):267-284.
[6] LESAGE J P, PARENT O. Bayesian model averaging for spatial econometric models[J]. Geographical Analysis, 2007,39:241-267.
[7] 李坤明,陈建宝.非参数空间滞后模型的广义矩估计[J].高校应用数学学报:A辑,2018,33(2):140-156.
[8] 郭双,魏传华.空间自回归模型的变量选择[J].中央民族大学学报(自然科学版),2015,24(3):92-96.
[9] XIE T, CAO R, DU J. Variable selection for spatial autoregressive models with a diverging number of parameters[J]. Statistical Papers, 2018,1:1-21.
[10] LIU X, CHEN J, CHENG S. A penalized quasi -maximum likelihood method for variable selection in the spatial autoregressive model[J]. Spatial Statistics, 2018,25:86-104.
[11] FAN J, LI R. Variable selection via nonconcave penalized likelihood and its oracle properties[J]. Journal of the American Statistical Association, 2001,96:1348-1360.
[12] KELEJIAN H H, PRUCHA I R. On the asymptotic distribution of the Moran I test statistic with applications[J]. Journal of Econometrics, 2001,104:219-257.

备注/Memo

收稿日期: 2020-02-08
基金项目: 福建省教育厅中青年教师科研项目(JT180732)
作者简介: 刘宣(1982—),男,副教授,研究方向为概率论与数理统计.

更新日期/Last Update: 2020-05-26