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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書目詳細資料
主要作者:	XU, Yuhong
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2020
主題:	Spatial panels Fixed effects Time-Varying Covariate Effects Time-Varying Spatial Effects Change Points Cross-sectional heteroskedasticity Martingale difference Econometrics
在線閱讀:	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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