國際傑出學者Prof. Peter M. Robinson學術講座

  • 2018-03-30
  • 楊 文敏

國際傑出學者學術講座

主講人:Prof. Peter M. Robinson
                         Tooke Professor of Economic Science and Statistics Department of Economics
                  London School of Economics and political Science
    目:Adaptive Inference on Pure Spatial Models
       間:民國107412 (星期四) 下午420 
       點:政治大學商學院六樓元大講堂
       要:
          We consider adaptive tests and estimates which are asymptotically efficient in the presence of unknown, nonparametric, distributional form in pure spatial models. A novel adaptive Lagrange Multiplier testing procedure for lack of spatial dependence is proposed and extended to linear regression with spatially correlated errors. Feasibility of adaptive estimation is verified and its efficiency improvement over Gaussian pseudo maximum likelihood is shown to be either less than, or more than, for models with explanatory variables. The paper covers a general class of semiparametric spatial models allowing nonlinearity in the parameters and/or the weight matrix, in addition to unknown distribution.

 
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