Estimation of single-index model with spatial interaction

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• 作者：Yan Sun ^{sunyan@mail.shufe.edu.cn}
• 关键词：Spatial dependence ; Single-index setting ; Reparameterization ; Semiparametric GMM estimation ; Asymptotic normality ; Simultaneous confidence band
• 刊名：Regional Science and Urban Economics
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：62
• 期：Complete
• 页码：36-45
• 全文大小：606 K
• 卷排序：62

文摘

Our model can describe possible nonlinear relationships besides spatial dependence. The two-step estimation procedures is proposed to estimate the unknowns. We establish the asymptotic normality of the estimators. We establish the simultaneous confidence bands of the nonparametric function. Monte Carlo simulations support the proposed method.