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Spatial Panel Data Models With Temporal Heterogeneity, Yuhong Xu
Spatial Panel Data Models With Temporal Heterogeneity, Yuhong Xu
Dissertations and Theses Collection (Open Access)
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 dealing with the fixed effects inapplicable, and an adjusted quasi score (AQS) method is proposed, which adjusts the concentrated quasi score function with the fixed effects being concentrated out. AQS tests for the lack of temporal heterogeneity (TH) in slope and spatial parameters are first proposed. Then, a set of AQS estimation and inference methods for the FE-SPD model …