New Insights on Modelling Time Trends with Panel Data: Theory and Practice

使用面板数据建模时间趋势的新见解：理论与实践

• 批准号: DP210100476
• 负责人: A/Prof Bin Peng
• 金额: $ 21.93万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2021
• 资助国家: 澳大利亚
• 起止时间: 2021-01-01 至 2024-12-20
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP210100476
• 关键词: New; Insights; Modelling; Time; Trends

This project aims to tackle important challenges in time trend modelling by taking advantage of panel data structures. This project expects to propose flexible models in time trend modelling to retrieve reliable inference. The expected outcomes include innovative econometric models and methods that have a wide range of applications, and are particularly suited for empirical problems within large and complex systems. This will provide significant benefits to all fields in which data displays any form of trending behaviour. The proposed model is used to evaluate the economic consequences of climate change and global housing market contagion, which provide strong evidence-based insights to the environmental and economic policies in Australia.

该项目旨在通过利用面板数据结构来解决时间趋势建模中的重要挑战。该项目期望在时间趋势建模中提出灵活的模型，以检索可靠的推理。预期成果包括具有广泛应用的创新计量经济学模型和方法，特别适合大型复杂系统中的经验问题。这将为数据显示任何形式的趋势行为的所有领域带来显着的好处。提出的模型用于评估气候变化和全球房地产市场蔓延的经济后果，为澳大利亚的环境和经济政策提供强有力的基于证据的见解。