PQMLE of a Partially Linear Varying Coefficient Spatial Autoregressive Panel Model with Random Effects

This article deals with asymmetrical spatial data which can be modeled by a partially linear varying coefficient autoregressive panel model (PLVCSARPM) random effects. We constructed its profile quasi-maximum likelihood estimators (PQMLE). The consistency and asymptotic normality of the were proved under some regular conditions. Monte Carlo simulations implied our have good finite sample performance. Finally, set asymmetric real applications was analyzed for illustrating performance provided method.