Search Results for author: Fukang Zhu

Found 2 papers, 1 papers with code

Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables

no code implementations17 Jan 2023 Bing Su, Fukang Zhu, Ke Zhu

For the log-SHE model, its spatial near-epoch dependence (NED) property is investigated, and a systematic statistical inference procedure is provided, including the maximum likelihood and generalized method of moments estimators, the Wald, Lagrange multiplier and likelihood-ratio-type D tests for model parameter constraints, and the overidentification test for the model diagnostic checking.

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