Quantile regression for partially linear varying coefficient spatial autoregressive models

This article considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed approximation of The instrumental variable parameter estimation. rank score tests are developed hypotheses on coefficients, including non-varying coefficients and constancy asymptotic properties proposed estimators test statistics both established. Monte Carlo simulations conducted to study finite sample performance method. Analysis a real data example presented illustration.