带固定效应空间误差面板数据模型的经验似然推断  

EMPIRICAL LIKELIHOOD INFERENCE FOR PANEL DATA MODELS WITH SPATIAL ERRORS AND FIXED EFFECTS

作　　者：周婷 秦永松 ZHOU Ting;QIN Yong-song(College of Mathematic and Statistics,Guangxi Normal University,Guilin 531006,China)

机构地区：[1]广西师范大学数学与统计学院,广西桂林541006

出　　处：《数学杂志》2020年第5期551-564,共14页Journal of Mathematics

基　　金：国家自然科学基金资助(11671102).

摘　　要：本文研究了带有固定效应的空间误差面板数据模型的经验似然推断问题.利用经验似然方法,通过鞅差序列将空间误差面板数据模型估计方程中的二次型转化为线性形式,构造了空间误差面板数据模型参数的经验似然比统计量,得到了统计量的极限分布.This article investigates the empirical likelihood inference for panel data models with spatial errors and fixed effects.Via empirical likelihood methods and by means of a martingale difference array,we transform linear-quadratic forms of the estimating equation of panel data models with spatial errors into linear forms,construct the empirical likelihood ratio statistics for the models,and obtain the limiting distributions of the statistics.

关 键 词：固定效应 空间误差面板数据模型 鞅差序列 经验似然 渐进分布 

分 类 号：O212.7[理学—概率论与数理统计]