New Insights on Modelling Time Trends with Panel Data: Theory and Practice

  • Yao, Wenying (Primary Chief Investigator (PCI))
  • Peng, Bin (Chief Investigator (CI))
  • Westerlund, Joakim (Chief Investigator (CI))
  • Pelosi, Assunta (Project Manager)

Project: Research

Project Details

Project Description

This project aims to tackle important challenges in time trend modelling by taking advantage of panel data structures. This project expects to propose flexible models in time trend modelling to retrieve reliable inference. The expected outcomes include innovative econometric models and methods that have a wide range of applications, and are particularly suited for empirical problems within large and complex systems. This will provide significant benefits to all fields in which data displays any form of trending behaviour. The proposed model is used to evaluate the economic consequences of climate change and global housing market contagion, which provide strong evidence-based insights to the environmental and economic policies in Australia.
Effective start/end date1/01/2120/12/24