4/12國際學者Prof. Peter Robinson學術講座海報及演講

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

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

地 點：政治大學商學院六樓元大講堂

摘 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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主辦單位：國立政治大學統計學系

合辦單位︰國立政治大學經濟學系