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摘要: |
本文研究了空间误差面板数据模型的经验似然推断. 利用鞅差序列, 将空间面板数据模型估计方程中的二次型转化为线性形式, 构造了空间面板数据模型参数的经验似然比统计量, 证明了统计量的极限分布为卡方分布. |
关键词: 空间面板数据模型 经验似然 渐进分布 |
DOI: |
分类号:O212 |
基金项目:国家自然科学基金项目(面上项目,重点项目,重大项目) |
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Empirical likelihood inference for panel data models with spatial errors |
zhouting
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Abstract: |
This article investigates the empirical likelihood inference for panel data models with spatial errors. Using a martingale difference array, we transform linear-quadratic forms of the estimating equation of panel data models with spatial errors into linear forms, construct the empirical likelihood ratio statistics for the models, and show that the limiting distributions of the statistics are chi-squared distributions. |
Key words: spatial panel data models empirical likelihood asymptotic distribution. |