Social and Behavioral Sciences Commons^™

Spatial Panel Data Models: Unbalanced Panel, Threshold Effect And Network Structure, Xiaoyu Meng

Dissertations and Theses Collection (Open Access)

This thesis studies the estimation and inference problems for spatial panel data models when the panels are unbalanced, when the panels contain threshold effects, or when the panels contain time-varying network structures. These three scenarios divide the thesis naturally into three chapters.

The first chapter considers estimation and inferences for fixed effects spatial panel data models based on unbalanced panels that result from randomly missing spatial units. The unbalanced nature of the panel data renders the standard method of estimation inapplicable. In this chapter, we proposed an M-estimation method where the estimating functions are obtained by adjusting the concentrated quasi …