Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence
横截面依赖下空气质量评估的时空事件研究
Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested in ES applied to multivariate time series characterized by high spatial (cross-sectional) and temporal dependence. We pursue two goals. First, we propose to extend the existing taxonomy on ES, mainly deriving from the financial field, by generalizing the underlying statistical concepts and then…