Spatial panel data models with temporal heterogeneity

Spatial panel data models with temporal heterogeneity

This dissertation studies the fixed effects (FE) spatial panel data (SPD) models with temporal heterogeneity (TH), where the regression coefficients and spatial coefficients are allowed to change with time. The FE-SPD model with time-varying coefficients renders the usual transformation method in de...

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Bibliographic Details
Main Author: XU, Yuhong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Spatial panels
Fixed effects
Time-Varying Covariate Effects
Time-Varying Spatial Effects
Change Points
Cross-sectional heteroskedasticity
Martingale difference
Econometrics
Online Access:https://ink.library.smu.edu.sg/etd_coll/297
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1297&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/297
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1297&context=etd_coll

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