Testing for the Presence of Structural Change and Spatial Heterogeneity
结构变化与空间异质性的存在性检验
In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of structural change and spatial heterogeneity using bootstrap techniques and the forward search algorithm. The time series bootstrap can filter the effect of temporary structural change in the con-struction of a confidence interval for the temporal…