國際傑出學者Prof. Peter M. Robinson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
題 目：Adaptive Inference on Pure Spatial Models
時 間：民國107年4月12日 (星期四) 下午4：20
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.