Empirical Likelihood For Spatial Dynamic Panel Data Models

Spatial panel data almost appear in every field of life,it has the characteristics of both the cross-sectional data and time series data,and compared with the cross-sectional data and the time series data,it can get more information.The study of the spatial panel data has developed into spatial econometrics,its research results have been widely used in various industries and have a wide range of application prospects,so the study of its statistical inference has important theoretical significance and practical value.By adding a dynamic element into a spatial panel data model,spatial dynamic panel data model is proposed,which increases the flexibility of a spatial panel data model.We study spatial dynamic panel data models with both spatial lags and spatial errors.The introduction of space lag term and space error term makes the estimation of the model more complicated.The empirical likelihood(EL)ratio statistics are constructed for the parameters of the models.It is shown that the limiting distributions of the EL ratio statistics are chi-square distributions,which are used to construct confidence regions for the parameters of the models.A simulation study is to compare the performances of the EL based and the normal approximation(NA)based confidence regions.The article is organized as follows:Chapter one is the introduction,which briefly introduces the research situation of spatial dynamic panel model and empirical likelihood method,gives the research content and innovation points of this paper.The second chapter is the main content of this paper,which studies the empirical likelihood inference for spatial dynamic panel data models with spatial lag and spatial error.The EL ratio statistics are constructed for the parameters of the models.It is shown that the limiting distributions of the EL ratio statistics are chi-square distributions,the results from a simulation study and the technical detail are also presented in this chapter.