Spatial panel data models with temporal heterogeneity

• 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

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...