“正午阳光——青年学者论坛”是太阳集团tcy8722的官方网站定期举办的以院内师生参与为主的学术交流活动，为全院专家学者之间、师生之间、南开金融与国际国内学术界之间提供了难得的交流机会。本学期“正午阳光”论坛初心不改，扬帆远航再出发，致力于营造学院学校科研氛围，推动师生学术科研水平不断提升！

2024年春季学期 “正午阳光——青年学者论坛”第三期活动安排如下：

讲座题目：    

Spatial dynamic panel data models for flow variables with asymmetric origins and destinations

主讲人：

杨阳，天津大学马寅初经济学院助理教授。2022年博士毕业于俄亥俄州立大学。研究领域：空间计量经济学，社交网络模型。

点评人：

刘斐，太阳集团tcy8722的官方网站助理教授，博士毕业于澳大利亚莫纳什大学。研究领域：理论计量、金融计量等。

讲座时间：

2024年3月21日（周四）

12：00-13：30

讲座地点：

太阳集团tcy8722的官方网站116教室

内容摘要：

This paper introduces a higher-order spatial dynamic panel data (SDPD) model for a directed origin-destination (OD) flow outcome variable with the quasi-maximum likelihood (QML) estimation method. The model can capture both the intra-temporal and inter-temporal spatial interactions among the origins, among the destinations, and from neighbors to the origins to neighbors of the destination. We extend the traditional symmetric bilateral design from traditional gravity models by allowing for an asymmetric origins and destinations structure to accommodate broader empirical needs in the studies of unilateral flows, effects of flows from one selected direction, and/or the effects of net flows, etc. Variant specifications of the fixed effects have been set forth to account for the three-dimensional nature and the unobserved heterogeneity of a flow variable in the panel data setting. A direct approach for directly estimating the fixed effects and a data transformation approach to remove the time-variant effects have been proposed. We establish the consistency and asymptotic distribution as well as the analytic bias correction procedure for the QML estimators. We then perform Monte Carlo experiments to investigate their finite sample performance. Moreover, by applying our model to study U.S. State-to-State migration flows from 1991 to 2019, we detect three channels of contemporaneous interactions, three channels of diffusion effects, and a moderate persistence in this type of OD flows.