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Empirical likelihood estimation of the spatial quantile regression

Philip Kostov

Journal of Geographical Systems, 2013, vol. 15, issue 1, 69 pages

Abstract: The spatial quantile regression model is a useful and flexible model for analysis of empirical problems with spatial dimension. This paper introduces an alternative estimator for this model. The properties of the proposed estimator are discussed in a comparative perspective with regard to the other available estimators. Simulation evidence on the small sample properties of the proposed estimator is provided. The proposed estimator is feasible and preferable when the model contains multiple spatial weighting matrices. Furthermore, a version of the proposed estimator based on the exponentially tilted empirical likelihood could be beneficial if model misspecification is suspect. Copyright Springer-Verlag 2013

Keywords: Empirical likelihood; Quantile regression; Spatial data; C21; C26 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10109-012-0162-3

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