English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

This article extends spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) which is the most popular spatial econometric model to the case of an arbitrary finite number of nonparametric additive terms and spatial autoregressive models with spatial autoregressive disturbances of arbitrary finite order (SARAR(R,S)). We propose a sieve two-stage least squares (S2SLS) regression and generalized method of moments (GMM) procedure of the high-order spatial autoregressive parameters of the disturbance process. Under some sufficient conditions, we show that the proposed estimator for the finite dimensional parameter isconsistent and asymptotically normally distributed. We show that each proposed estimator for the additive terms is consistent and also asymptotically normally distributed at a rate slower thanConsistent estimators for the asymptotic variances of the proposed estimators are provided. In addition, using asymptotic properties to make statistical inference for the parametric and additive is also considered. Monte Carlo evidence suggests that the estimation procedure performs reasonably well in small samples and the proposed approach has some practical value. The proposed method is applied to analyzing factors which affect haze pollution.

Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity