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### 部分线性固定效应空间滞后面板模型的估计研究

• 出版日期:2017-12-25 发布日期:2017-12-25

### Estimation in Partially Linear Spatial Lag Panel Model with Fixed Effects

Xu Yonghong & Chen Jianwei

• Online:2017-12-25 Published:2017-12-25

Abstract: We proposed a class of partially linear spatial lag panel model with fixed effects. The influence of fixed effect, parameter and nonparametric independent variables are considered synthetically in the model. The parametric and nonparametric parts of the model are estimated on the basis of the profile quasi-maximum likelihood estimation, and asymptotic properties for the estimators are deduced under the condition that the number of individuals and the number of periods are large. The results show that, under large sample conditions, the estimators are consistent and the parameter estimator satisfies the asymptotic normal distribution and the convergence rate is .