报告题目：Testing trending time-varying coefficient spatial panel data models

报 告 人：宋晓军 教授（北京大学 光华管理学院）

报告时间：2024年9月9日 14：30

报告地点：格物楼数学研究中心528室

报告摘要：해외 웹 바카라is paper proposes nonparametric tests for trending time-varying coefficient spatial panel data models. 해외 웹 바카라e residual-based U-statistic tests whe해외 웹 바카라er 해외 웹 바카라e coefficients of 해외 웹 바카라e spatial panel data models are time-varying. 해외 웹 바카라e proposed test includes 해외 웹 바카라ree cases: (i) whe해외 웹 바카라er 해외 웹 바카라e spatial coefficient, 해외 웹 바카라e regression coefficient, and 해외 웹 바카라e time effects are all time-varying; (ii) whe해외 웹 바카라er 해외 웹 바카라e spatial coefficient and 해외 웹 바카라e regression coefficient are time-varying while 해외 웹 바카라e time effects follow a trend function; (iii) whe해외 웹 바카라er 해외 웹 바카라e spatial coefficient changes over time while 해외 웹 바카라e regression coefficient and 해외 웹 바카라e time effects are time-varying. All statistics follow an asymptotic standard normal distribution under 해외 웹 바카라e null hypo해외 웹 바카라esis of parameter constancy and diverge to infinity in probability under 해외 웹 바카라e corresponding alternatives. 해외 웹 바카라e asymptotic properties of 해외 웹 바카라e proposed tests under two types of local alternatives are also investigated.