AI 中文总结
本文针对跨单元依赖导致计量推断复杂的问题，提出一种可适配多种交互结构的非参数检验方法，经实证验证其结论与现有方法存在实质性差异。
AI 中文摘要
跨单元依赖在实证应用中普遍存在，会使计量推断变得复杂，尤其是当溢出效应以非线性方式运作时。本文提出一种新颖的跨单元溢出效应非参数检验方法，该溢出效应可通过同伴属性、同伴结果或两者共同发挥作用。该检验方法易于实施，仅需在无跨单元溢出效应的原假设下进行估计，且具有便捷的渐近标准正态分布；同时具备通用性，可适配多种交互结构产生的数据。四项实证示例表明，与现有方法相比，该检验方法对跨单元溢出效应的存在性会得出实质性不同的结论。
英文摘要
Cross-unit dependence is pervasive in empirical applications and complicates econometric inference, especially when spillovers operate in nonlinear ways. We propose a novel nonparametric test for cross-unit spillovers that may operate through peers' attributes, peers' outcomes, or both. The test is straightforward to implement, as it requires only estimation under the null hypothesis of no cross-unit spillovers, and is shown to have a convenient asymptotic standard normal distribution. It is also versatile, accommodating data generated by a wide range of interaction structures. We present four empirical illustrations showing that the proposed test can yield substantively different conclusions about the presence of cross-unit spillovers than existing approaches.
