Empirical likelihood estimation of the spatial quantile regression

被引：15
|
作者：
Kostov, Philip [1 ]
机构：
[1] Univ Cent Lancashire, Lancashire Business Sch, Preston PR1 2HE, Lancs, England
来源：
JOURNAL OF GEOGRAPHICAL SYSTEMS | 2013年 / 15卷 / 01期
关键词：
Empirical likelihood; Quantile regression; Spatial data; WEAKLY DEPENDENT PROCESSES; MOMENT CONDITION MODELS; GENERALIZED-METHOD; INFERENCE; SPILLOVERS; PRICES; GMM;
D O I：
10.1007/s10109-012-0162-3
中图分类号：
P9 [自然地理学]; K9 [地理];
学科分类号：
0705 ; 070501 ;
摘要：
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.
引用
收藏
页码：51 / 69
页数：19
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