Estimation of random effects partially linear varying coefficient spatial error model with general temporally correlated individuals
摘要
This paper proposes a random effects partially linear varying coefficient spatial error model with general temporally correlated individuals. By using B-spline basis to approximate the varying coefficients, the penalized quadratic inference functions estimators of unknowns are established. Under some regular assumptions, we show that the parametric estimators are consistent and asymptotically normal, and the varying coefficient estimators attain the optimal convergence rate. Monte Carlo experiments confirm their excellent finite sample performance. Applying the proposed model and estimation method, we reveal how high-quality economic development is impacted by population quality dividend in Fujian Province of China.