各位學界的朋友，大家好：

國立臺灣大學計量理論與應用研究中心 (CRETA) ，國立臺灣大學經濟學系及臺灣經濟計量學會 (TES) 將於 2025 年 3 月 20 日舉辦 CRETA Seminar。相關資訊如下：

【CRETA Seminar】

時間： 2025 年 3 月 20 日 (週四) 下午 1:30~3:00

地點：國立臺灣大學管理學院二號館 1 樓 104 教室

講者：Prof. Tadao Hoshino (School of Political Science and Economics, Waseda University)

演講主題：Functional Network Autoregressive Models for Panel Data

講題摘要：

This study proposes a novel functional vector autoregressive framework for analyzing network interactions of functional outcomes in panel data settings. In this framework, an individual's outcome function is influenced by the outcomes of others through a simultaneous equation system. To estimate the functional parameters of interest, we need to address the endogeneity issue arising from these simultaneous interactions among outcome functions. This issue is carefully handled by developing a novel functional moment-based estimator. We establish the consistency, convergence rate, and pointwise asymptotic normality of the proposed estimator. Additionally, we discuss the estimation of marginal effects and impulse response analysis. As an empirical illustration, we analyze the demand for a bike-sharing service in the U.S. The results reveal statistically significant spatial interactions in bike availability across stations, with interaction patterns varying over the time of day.

備註事項：

欲參加CRETA Seminar的朋友們，煩請事先報名。

報名網址：我要報名

報名期限：2025/3/19 (三)  中午 12:00

歡迎踴躍報名參加！

臺灣經濟計量學會  敬啟