{"title":"Empirical likelihood for panel data models with spatial errors","authors":"Yinghua Li, Yuan Li, Yongsong Qin","doi":"10.1080/03610926.2020.1780449","DOIUrl":null,"url":null,"abstract":"Abstract For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"51 1","pages":"2838 - 2857"},"PeriodicalIF":0.6000,"publicationDate":"2020-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/03610926.2020.1780449","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2020.1780449","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
Abstract For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the empirical likelihood ratio statistics are chi-squared distributions, which are used to construct confidence regions for the parameters of the models. A simulation study is conducted to show the performance of the proposed method.
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The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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