Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications

这个项目建议解决在对可能涉及趋势成分的一般气候、经济和金融面板数据进行建模时的几个非常重要和困难的问题。本项目旨在为模型估计和规范技术建立一些通用的渐近理论，这些技术适用于可能是随机非平稳的和内生的一般非线性面板数据。本项目的研究成果有望应用于评估和改进气候学、经济学和金融学中可能具有内生性、非线性和非平稳性的较好模型的经验模型建立和预测。

This project proposes to tackle several very important and difficult issues in modelling general climatological, economic and financial panel data that involve possible trending components. This project seeks to establish some general asymptotic theory for model estimation and specification technologies that are suited to such general nonlinear panel data that may be stochastically non-stationary and endogenous. The research outcomes of this project are expected to be applicable in evaluating and improving empirical model building and forecasting from better models in climatology, economics and finance with possible endogeneity and nonlinearity and non-stationarity.