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Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances

  • Yongsong QinEmail author
Article
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Abstract

The empirical likelihood ratio statistics are constructed for the parameters in spatial autoregressive models with spatial autoregressive disturbances. 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 in the models.

Keywords and phrases

Spatial ARAR model Empirical likelihood Confidence region 

AMS (2010) subject classification

Primary 62G05 Secondary 62E20 

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Notes

Acknowledgements

This work was partially supported by the National Natural Science Foundation of China (11671102), the Natural Science Foundation of Guangxi (2016GXNSFAA3800163, 2017GXNSFAA198349) and the Program on the High Level Innovation Team and Outstanding Scholars in Universities of Guangxi Province.

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Copyright information

© Indian Statistical Institute 2019

Authors and Affiliations

  1. 1.Department of StatisticsGuangxi Normal UniversityGuilinChina

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