Empirical likelihood for spatial cross-sectional data models with matrix exponential spatial specification

作     者：LIU Yan RONG Jian-rong QIN Yong-song LIU Yan;RONG Jian-rong;QIN Yong-song

作者机构：Nanning UniversityNanning 530200China Center for Applied Mathematics of Guangxi and College of Mathematics and StatisticsGuangxi Normal UniversityGuilin 541004China 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：2024年第39卷第1期

页      面：125-139页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation of China(12061017,12161009) the Research Fund of Guangxi Key Lab of Multi-source Information Mining&Security(22-A-01-01) 

主　　题：MESS empirical likelihood con dence region 

摘      要：In this paper,we study spatial cross-sectional data models in the form of matrix exponential spatial specification(MESS),where MESS appears in both dependent and error *** empirical likelihood(EL)ratio statistics are established for the parameters of the MESS *** is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model *** experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method.