Spatial panel data models with temporal heterogeneity

• المؤلف الرئيسي: XU, Yuhong
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2020
• الموضوعات: Spatial panels; Fixed effects; Time-Varying Covariate Effects; Time-Varying Spatial Effects; Change Points; Cross-sectional heteroskedasticity; Martingale difference; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/etd_coll/297; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1297&context=etd_coll
• المؤسسة: Singapore Management University

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...