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Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances

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  • Yongsong Qin

    (Guangxi Normal University)

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.

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  • Yongsong Qin, 2021. "Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 1-25, February.
    • Handle: RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00166-3
    DOI: 10.1007/s13171-019-00166-3
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    References listed on IDEAS

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    6. Wu, Changbao, 2004. "Weighted empirical likelihood inference," Statistics & Probability Letters, Elsevier, vol. 66(1), pages 67-79, January.
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