Variable selection and estimation for high‐dimensional spatial autoregressive models

Liqian Cai; Tapabrata Maiti

doi:10.1111/sjos.12452

Variable selection and estimation for high‐dimensional spatial autoregressive models

Scandinavian Journal of Statistics ◽

10.1111/sjos.12452 ◽

2020 ◽

Vol 47 (2) ◽

pp. 587-607

Author(s):

Liqian Cai ◽

Tapabrata Maiti

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

High Dimensional ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models ◽

Variable Selection And Estimation

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Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1937652 ◽

2021 ◽

pp. 1-16

Author(s):

Peixin Zhao ◽

Haogeng Gan ◽

Suli Cheng ◽

Xiaoshuang Zhou

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Gmm Estimation ◽

Partially Linear ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Variable selection for spatial autoregressive models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1649428 ◽

2019 ◽

pp. 1-16

Author(s):

Li Xie ◽

Xiaorui Wang ◽

Weihu Cheng ◽

Tian Tang

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Selection For ◽

Spatial Autoregressive Models

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Orthogonal projection based variable selection for semiparametric spatial autoregressive models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2021.2012193 ◽

2021 ◽

pp. 1-12

Author(s):

Peixin Zhao ◽

Hao Wu ◽

Suli Cheng ◽

Yiping Yang

Keyword(s):

Variable Selection ◽

Orthogonal Projection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Selection For ◽

Spatial Autoregressive Models

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Bayesian Variable Selection in Spatial Autoregressive Models

Spatial Economic Analysis ◽

10.1080/17421772.2016.1227468 ◽

2016 ◽

Vol 11 (4) ◽

pp. 457-479 ◽

Cited By ~ 10

Author(s):

Philipp Piribauer ◽

Jesús Crespo Cuaresma

Keyword(s):

Variable Selection ◽

Bayesian Variable Selection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Variable selection for spatial autoregressive models with a diverging number of parameters

Statistical Papers ◽

10.1007/s00362-018-0984-2 ◽

2018 ◽

Vol 61 (3) ◽

pp. 1125-1145 ◽

Cited By ~ 5

Author(s):

Tianfa Xie ◽

Ruiyuan Cao ◽

Jiang Du

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Diverging Number Of Parameters ◽

Selection For ◽

Spatial Autoregressive Models

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Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models

Spatial Statistics ◽

10.1016/j.spasta.2018.10.004 ◽

2019 ◽

Vol 29 ◽

pp. 109-128 ◽

Cited By ~ 4

Author(s):

Michael Pfarrhofer ◽

Philipp Piribauer

Keyword(s):

Autoregressive Models ◽

High Dimensional ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1659367 ◽

2019 ◽

pp. 1-18 ◽

Cited By ~ 2

Author(s):

Guowang Luo ◽

Mixia Wu

Keyword(s):

Variable Selection ◽

Autoregressive Models ◽

Varying Coefficient ◽

Spatial Autoregressive ◽

Diverging Number Of Parameters ◽

Selection For ◽

Spatial Autoregressive Models

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Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2013.12.003 ◽

2014 ◽

Vol 45 ◽

pp. 1-21 ◽

Cited By ~ 10

Author(s):

Osman Doğan ◽

Süleyman Taşpınar

Keyword(s):

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

Journal of Business and Economic Statistics ◽

10.1080/07350015.2016.1146145 ◽

2017 ◽

Vol 36 (1) ◽

pp. 160-172 ◽

Cited By ~ 8

Author(s):

Tadao Hoshino

Keyword(s):

Autoregressive Models ◽

Crime Data ◽

Endogenous Regressors ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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Inference on higher-order spatial autoregressive models with increasingly many parameters

Journal of Econometrics ◽

10.1016/j.jeconom.2014.12.008 ◽

2015 ◽

Vol 186 (1) ◽

pp. 19-31 ◽

Cited By ~ 18

Author(s):

Abhimanyu Gupta ◽

Peter M. Robinson

Keyword(s):

Higher Order ◽

Autoregressive Models ◽

Spatial Autoregressive ◽

Spatial Autoregressive Models

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