Empirical likelihood for panel data models with spatial errors

Yinghua Li, Yuan Li and Yongsong Qin

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 9, 2838-2857

Abstract: For panel data models with spatial errors, the empirical likelihood ratio statistics are constructed for the parameters of the models. 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 of the models. A simulation study is conducted to show the performance of the proposed method.

Date: 2022
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DOI: 10.1080/03610926.2020.1780449

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