题目：Trending time-varying coefficient spatial panel data models

主讲人：北京大学 虞吉海教授

主持人：统计学院 常晋源教授

时间：2021年9月24日（周五）上午10:00-11:00

地点：腾讯会议，318 865 286

报告摘要：

This paper investigates the estimation and inference of spatial panel data models in which the regression coefficient vector is a trending function. We use time differences to eliminate the individual effects and employ GMM estimations for regression coefficients with both linear and quadratic moments. A two-step estimation method is used to improve the estimation efficiency. In the first step, GMM estimations with linear and quadratic moments are obtained. In the second step, the best linear and quadratic moments are employed to obtain the asymptotic efficiency. Time trend estimates based on these GMM estimates are also proposed. The results of Monte Carlo experiments show that the finite sample performance of these estimates is satisfactory.

主讲人简介：

虞吉海毕业于美国俄亥俄州立大学，于2007年取得经济学博士，导师为李龙飞教授。现任北京大学光华管理学院商务统计与经济计量系的教授，研究方向是空间计量经济学和微观数据分析的研究。具体来讲，就是对各种静态空间面板模型和动态空间面板模型进行设定、估计及相关的统计推断，同时运用计量工具对区域经济增长、地方政府竞争、和环境污染等领域进行实证分析。现在是三个国际学术期刊的编委，被邀请担任SSCI期刊Spatial Economic Analysis的联合编辑（Co-editor），Regional Science and Urban Economics的副主编（Associate editor），以及Journal of Spatial Econometrics的副主编（Associate editor）。