APPLICATIONS OF FUNCTIONAL DEPENDENCE TO SPATIAL ECONOMETRICS
函数依赖在空间计量经济学中的应用
In this paper, we generalize the concept of functional dependence (FD) from time series (see Wu [2005, Proceedings of the National Academy of Sciences 102, 14150–14154]) and stationary random fields (see El Machkouri, Volný, and Wu [2013, Stochastic Processes and Their Applications 123, 1–14]) to nonstationary spatial processes. Within conventional settings in spatial econometrics, we define the concept of spatial FD measure and establish a moment inequality, an exponential…