Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances

Yongsong Qin ()
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Yongsong Qin: Guangxi Normal University

Sankhya A: The Indian Journal of Statistics, 2021, vol. 83, issue 1, No 1, 25 pages

Abstract: 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: Spatial ARAR model; Empirical likelihood; Confidence region; Primary 62G05; Secondary 62E20 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s13171-019-00166-3

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