Detection and estimation of block structure in spatial weight matrix
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More about this item
Keywords
spatial weight matrix; LASSO penalization; zero-block consistency; spatial lag/error model; Nagaev-type inequality;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-10-23 (Econometrics)
- NEP-URE-2016-10-23 (Urban and Real Estate Economics)
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