首页|Estimation and testing for a partially linear single-index spatial regression model

Estimation and testing for a partially linear single-index spatial regression model

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Observations recorded on locations' usually exhibit spatial dependence. In an effort to take into account both the spatial dependence and the possible underlying non-linear relationship, a partially linear single-index spatial regression model is proposed. This paper establishes the estimators of the unknowns. Moreover, it builds a generalized F-test to determine whether or not the data provide evidence on using linear settings in empirical studies. Their asymptotic properties are derived. Monte Carlo simulations indicate that the estimators and test statistic perform well. The analysis of Chinese house price data shows the existence of both spatial dependence and a non-linear relationship.

spatial dependencesingle indexsemiparametric generalized method of momentsgeneralized F-testC12C13C14C21

Sun, Yan、Wu, Yueqin

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Shanghai Univ Finance & Econ, Sch Econ, Key Lab Math Econ SUFE, Shanghai, Peoples R China

Shanghai Normal Univ, Sch Math & Sci, Shanghai, Peoples R China

2018

10.1080/17421772.2018.1506150

Spatial economic analysis

Spatial economic analysis

ISSHP
ISSN：1742-1772
年,卷(期)：2018.13(4)
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