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<p>In this article, we study the empirical likelihood (EL) method for autoregressive models with spatial errors. The EL ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the EL ratio statistics are chi-square distributions, which are used to construct confidence intervals for the parameters of the models. A simulation study is conducted to compare the performances of the EL based and the normal approximation (NA) based confidence intervals. Simulation results show that the confidence intervals based on EL are superior to the NA based confidence intervals.</p>

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Empirical Likelihood for Autoregressive Models with Spatial Errors

  • 期刊论文

  • 发表日期：

    2025年6月24日

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  • Ying-hua Li,
  • Yong-song Qin

摘要

In this article, we study the empirical likelihood (EL) method for autoregressive models with spatial errors. The EL ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the EL ratio statistics are chi-square distributions, which are used to construct confidence intervals for the parameters of the models. A simulation study is conducted to compare the performances of the EL based and the normal approximation (NA) based confidence intervals. Simulation results show that the confidence intervals based on EL are superior to the NA based confidence intervals.