北京交通大學卯光宇老師作了一場題為“Testing for Error Cross-Sectional Independence in a Two-Way Error Components Panel Data Model(雙向誤差分量面板數(shù)據(jù)模型的測試誤差為截獨立性)”的講座，在職研究生講座的主要內容是：

　　北京交通大學共有22個學科參評，系統(tǒng)科學一級學科排名全國第一，交通運輸工程名列前茅，信息與通信工程、安全科學與工程、光學工程、統(tǒng)計學、應用經(jīng)濟學、土木工程、電氣工程、建筑學等學科位于前列，計算機科學與技術、力學、機械工程、動力工程、城鄉(xiāng)規(guī)劃學、軟件工程等學科具有優(yōu)勢。

　　本文提出了一種在一個雙向誤差分量面板數(shù)據(jù)模型的誤差截獨立性新的考驗。模型被假定為基于大維數(shù)據(jù)集，因此兩者的橫截面尺寸和模型的時間序列尺寸被假定當相關漸近理論的開發(fā)，以趨向于無窮大。根據(jù)下原始數(shù)據(jù)情況統(tǒng)計文獻現(xiàn)有的統(tǒng)計，我們制訂了模型的殘差內用一個比喻檢驗統(tǒng)計量。它表明，所得到的統(tǒng)計需要偏置校正，以使有效的推理。然而，偏置的首項依賴于未知參數(shù)。要實現(xiàn)可行的修正，我們建議估計首項的方法。從理論上證明了可行偏壓校正統(tǒng)計可以被用來測試錯誤剖獨立性。此外，一些仿真實驗也進行評估新開發(fā)的測試的有限樣本的性能。據(jù)發(fā)現(xiàn)，試驗井下的零假設不考慮橫截面尺寸和本文所考慮的時間序列維之間的相對幅度進行，并具有對幾種典型的替代電源。

　　原文：This paper proposes a new test for the error cross-sectional independence in a two-way error components panel data model. The model is postulated to be based on large dimensional data sets, and hence both the cross-sectional dimension and the time-series dimension of the model are assumed to tend to in nity when related asymptotic theories are developed. Based on an existing statistic in the statistical literature under the raw data circumstance, we formulate an analogy test statistic using the within residuals of the model. It is shown that the resulting statistic needs bias correction to make valid inference. However, the leading term of the bias relies on unknown parameters. To implement feasible correction, we propose a method to estimate the leading term. It is theoretically proved that the feasible bias-corrected statistic can be employed to test the error cross-sectional independence. Additionally, several simulation experiments are also conducted to evaluate the nite-sample performance of the newly developed test. It is found that the test performs well under the null hypothesis irrespective of the relative magnitude between the cross-sectional dimension and the time-series dimension considered in this paper, and has power against several typical alternatives.