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] 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 terms.The empirical likelihood(EL)ratio statistics are established for the parameters of the MESS model.It is shown that the limiting distributions of EL ratio statistics follow chi-square distributions,which are used to construct the confidence regions of model parameters.Simulation experiments are conducted to compare the performances of confidence regions based on EL method and normal approximation method.