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Penalty and related estimation strategies in the spatial error model

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  • Marwan Al-Momani
  • Abdulkadir A. Hussein
  • S. E. Ahmed

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  • Marwan Al-Momani & Abdulkadir A. Hussein & S. E. Ahmed, 2017. "Penalty and related estimation strategies in the spatial error model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(1), pages 4-30, January.
    • Handle: RePEc:bla:stanee:v:71:y:2017:i:1:p:4-30
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    File URL: http://hdl.handle.net/10.1111/stan.12098
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    References listed on IDEAS

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    1. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    2. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    3. Gordana Derado & F. DuBois Bowman & Clinton D. Kilts, 2010. "Modeling the Spatial and Temporal Dependence in fMRI Data," Biometrics, The International Biometric Society, vol. 66(3), pages 949-957, September.
    4. Jun Zhu & Hsin‐Cheng Huang & Perla E. Reyes, 2010. "On selection of spatial linear models for lattice data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 389-402, June.
    5. Zhengyuan Zhu & Yufeng Liu, 2009. "Estimating spatial covariance using penalised likelihood with weighted penalty," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 925-942.
    6. Sévérien Nkurunziza & S. Ejaz Ahmed, 2011. "Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(4), pages 387-406, November.
    7. Daniel P. McMillen, 2012. "Perspectives On Spatial Econometrics: Linear Smoothing With Structured Models," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 192-209, May.
    8. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
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