经验欧式似然方法在空间面板误差模型中的应用  

Application of empirical Euclidean likelihood method in spatial panel error model

作　　者：陈静 Chen Jing(School of Mathematics and Statistics,Guangxi Normal University,Guilin 541006,China)

机构地区：[1]广西师范大学数学与统计学院,广西桂林541006

出　　处：《湖南文理学院学报（自然科学版）》2022年第4期5-8,共4页Journal of Hunan University of Arts and Science(Science and Technology)

基　　金：广西研究生教育创新计划项目(YJSCXP202104)。

摘　　要：利用经验欧式似然方法,研究了空间面板误差模型的经验欧式似然问题,通过鞅差序列处理空间面板误差模型估计方程中出现的二次型形式,构造出空间面板误差模型参数的经验欧式似然比统计量,证明经验欧式似然比统计量服从渐近卡方分布。This paper studies the empirical Euclidean likelihood inference for spatial panel error model.By using empirical Euclidean likelihood method and martingale difference sequence,the quadratic form of spatial panel error model estimation equation is dealt with,and the empirical Euclidean likelihood ratio statistics of the parameters of the spatial panel error model are constructed.It is proved that the empirical Euclidean likelihood ratio statistics obey the asymptotic chi-square distribution.

关 键 词：空间面板误差模型 鞅差序列 经验欧式似然 

分 类 号：O212.1[理学—概率论与数理统计]