报告人：成为 博士（bat365中文官方网站经济学系）

报告时间：2017年9月15日（星期五）下午15:00-16:30

报告地点：三教211

主持人：吴玉鸣教授

摘要：The spatial autoregressive framework (SAR) has been widely used in studying spatial interdependence and social interaction. Previous research have assumed the spatial weight matrix (also known as sociomatrix or adjacency matrix) to be exogenously given. However, ignoring the possibility that adjacency matrices can be endogenous may lead to inconsistent estimates. Therefore, it is desirable to test whether spatial weights are endogenous or not. This paper constructs a Hausman specification test and one simple equivalent test under a general setting. We also provide LM test statistics for two representative SAR models with endogenous spatial/network relationships in the literature. We summarize their testing features and establish their asymptotic properties under the null and the alternative hypotheses. Monte Carlo simulations are conducted to examine the finite-sample performance of those tests.

报告人简介：

成为，本科毕业于中国人民大学，2012年获得俄亥俄州立大学的经济系的全奖offer，并于2017年取得经济学博士学位。主要研究领域为理论和实证空间计量经济学，目前的研究围绕空间自回归中空间权重矩阵的内生性问题。实证研究包括Science and Innovation等方面的课题。研究成果发表于国际期刊Regional Science and Urban Economics，也在国内期刊《金融研究》等杂志发表过科研论文。