空间计量经济学模型设定理论及其新进展The Specification of Spatial Econometric Model and New Developments 周建;高静;周杨雯倩; 1:上海财经大学经济学院 摘要(Abstract):
空间计量经济学自20世纪70年代产生以来,在经济学理论和应用研究方面产生的作用越来越为重要。国内现有文献综述集中于对空间计量经济学基本体系的总结和评价,显著缺乏相关领域的最新进展动态追踪。本文试图在这一方面展开深度研究,以弥补国内已有相关研究的不足。在充分收集文献资料的基础上,本文对空间计量经济学模型设定理论及其新进展进行了较为系统的挖掘分析,总结和评价了空间计量经济学近年来理论上所取得的新成果,展望了其前景方向。
关键词(KeyWords): 空间计量经济学;;前沿理论;;模型设定;;新进展
Abstract:
Keywords:
基金项目(Foundation): 国家自然科学基金(71071092);;上海财经大学研究生创新基金(CXJJ-2012-392)项目研究成果
作者(Author): 周建;高静;周杨雯倩;
Email:
参考文献(References): 陈建先,郑玉歆.2011.空间计量经济学文献综述[C]//21世纪数量经济学.北京:时事出版社,79-93.
姜磊,柏玲.2014.空间面板模型的进展:一篇文献综述[J].广西财经学院学报,27(6):1-8.
孙久文,姚鹏.2014.空间计量经济学的研究范式与最新进展[J].经济学家(7):27-35.
王立平,任志安.2007.空间计量经济学研究综述[J].云南财贸学院学报(社会科学版),23(4):25-28.
向永辉.2014.空间计量经济学的发展及其应用[J].浙江科技学院学报,26(2):77-85.
杨开忠,冯等田,沈体雁.2009.空间计量经济学研究的最新进展[J].开发研究,141(2):7-12.
Alvarez J,Arellano M.2003.The time series and cross-section asymptotics of dynamic panel data estimators[J].Econometrica,71(4):1121-1159.
Amemiya T.1974.Multivariate regression and simultaneous equation models when the dependent variables are truncated[J].Econometrica,42(6):999-1012.
Andrews D W K.1994.Asymptotics for semi-parametric econometric models via stochastic equicontinuity[J].Econometrica,62(1):43-72.
Anselin L.1986.Non-nested tests on the weight structure in spatial autoregressive models:Some Monte Carlo results[J].Journal of Regional Science,26(2):267-284.
Anselin L.1988.Spatial econometrics:Methods and models[M].Boston:Kluwer Academic.
Anselin L.2003.Spatial externalities,spatial multipliers,and spatial econometrics[J].International Regional Science Review,26(2):153-166.
Anselin L,Gallo J L,Jayet H.2008.Spatial panel econometrics[M]//The econometrics of panel data:Fundamentals and recent developments in theory and practice.Berlin Heidelberg:Springer.
Anselin L.2010.Thirty years of spatial econometrics[J].Papers in Regional Science,89(1):3-25.
Arellano M,Bond O.1991.Some tests of specification for panel data:Monte Carlo evidence and an application to employment equations[J].Review of Economic Studies,58(2):277-297.
Atkinson A C.1970.A method for discriminating between models[J].Journal of the Royal Statistical Society,32(32):323-353.
Baltagi B,Song S H,Koh W.2003.Testing panel data regression models with spatial error correlation[J].Journal of Econometrics,117(1):123-150.
Baltagi B,Egger P,Pfaffermayr M.2007.A generalized spatial panel data model with random effects[R].Syracuse University,Working Paper.
Basile R,Gress B.2005.Semi-parametric spatial auto-covariance models of regional growth behavior in Europe[J].SSRN Electronic Journal(21):93-118.
Basile R,Durbán M,Mínguez R,et al.2014.Modeling regional economic dynamics:Spatial dependence,spatial heterogeneity and nonlinearities[J].Journal of Economic Dynamics&Control,48(C):229-245.
Beenstock M,Felsenstein D.2007.Spatial vector autoregressions[J].Spatial Economic Analysis,2(2):167-196.
Bun M,Carree M.2005.Bias-corrected estimation in dynamic panel data models[J].Journal of Business&Economic Statistics,23(2):200-210.
Carbon M,Hallin M,Tran L T.1996.Kernel density estimation for random fields:The L1theory[J].Journal of Nonparametric Statistics(2-3):157-170.
Chiu T Y M,Leonard T,Tsui K.1996.The matrix-logarithmic covariance model[J].Journal of the American Statistical Association,91(433):198-210.
Cliff A D,Ord J K.1973.Spatial autocorrelation[M].London:Pion Ltd.
Davidson R,MacKinnon J.1981.Several tests for model specification in the presence of alternative hypotheses[J].Econometrica,49(3):781-793.
Debarsy Nicolas,Jin F,Lee L F.2015.Large sample properties of the matrix exponential spatial specification with an application to FDI[J].Journal of Econometrics,188(1):1-21.
Elhorst P J P.2012.Dynamic spatial panels:Models,methods,and inferences[J].Journal of Geographical Systems,14(1):5-28.
Elhorst P J P.2014.Spatial panel models[M]//Handbook of Regional Science.Berlin Heidelberg:Springer,1637-1652.
Figueiredo C,Silva A R D.2014.A matrix exponential spatial specification approach to panel data models[J].Empirical Economics,49(1):1-15.
Flores-Lagunes A,Schnier K E.2012.Estimation of sample selection models with spatial dependence[J].Journal of Applied Econometrics,27(2):173-204.
Fotheringham A S,Charlton M E,Brunsdon C.1998.Geographically weighted regression:A natural evolution of the expansion method for spatial data analysis[J].Environment&Planning A,30(11):1905-1927.
Gao J T,Lu Z D,Tjstheim D.2006.Estimation semiparametric spatial regression[J].The Annals of Statistics,34(3):1395-1435.
Gelfand A E,Kim H J.2003.Spatial modeling with spatially varying coefficient processes[J].Journal of the American Statistical Association,98(462):387-396.
Gress B.2004.Using semiparametric spatial autocorrelation models to improve hedonic housing price prediction[J].Department of Economics.
Hahn J,Kuersteiner G.2002.Asymptotically unbiased inference for a dynamic panel model with fixed effects when both nand Tare large[J].Econometrica,70(4):1639-1657.
Hahn J,Newey W.2004.Jackknife and analytical bias reduction for nonlinear panel models[J].Econometrica,72(4):1295-1319.
Hallin M.,Tran L T.2001.Density estimation for spatial linear processes[J].Bernoulli,7(7):657-668.
Hallin M,Lu Z,Tran L T.2004a.Kernel density estimation for spatial processes:L1theory[J].Journal of Multivariate Analysis,88(1):61-75.
Hallin M,Lu Z,Tran L T.2004b.Local linear spatial regression[J].Annals of Statistics,32(6):2469-2500.
Han Xiaoyi,Lee Lung-fei.2013.Model selection using J-test for the spatial autoregressive model vs.the matrix exponential spatial model[J].Regional Science and Urban Economics,43(2):250-271.
Hu J,Liu F,You J.2014.Panel data partially linear model with fixed effects,spatial autoregressive error components and unspecified intertemporal correlation[J].Journal of Multivariate Analysis,130(3):64-89.
Jenish N,Prucha I R.2009.Central limit theorems and uniform laws of large numbers for arrays of random fields[J].Journal of Econometrics,150(1):86-98.
Jenish N.2014.Spatial semiparametric model with endogenous regressors[J].Econometric Theory,1-26.
Kapoor M,Kelejian H,Prucha I R.2007.Panel data models with spatially correlated error components[J].Journal of Econometrics,140:97-130.
Kelejian H H,Prucha I R.1999.A generalized moments estimator for the autoregressive parameter in a spatial model[J].International Economic Review,40(2):509-533.
Kelejian H H,Prucha I R.2002.2SLS and OLS in a spatial autoregressive model with equal spatial weights[J].Regional Science and Urban Economics,32(6):691-707.
Kelejian H H,Prucha I R.2004.Estimation of simultaneous systems of spatially interrelated cross sectional equations[J].Journal of Econometrics,118(1-2):27-50.
Kiviet J.1995.On bias,inconsistency,and efficiency of various estimators in dynamic panel data models[J].Journal of Econometrics,68(1):81-126.
Kuersteiner Guido M,Prucha I R.2015.Dynamic spatial panel models:Networks,common shocks,and sequential exogeneity[R].CESifo Working Paper.
Lee L F.2004.Asymptotic distribution of quasi-maximum likelihood estimators for spatial econometric models[J].Econometrica,72(6):1899-1926.
Lee L F,Yu J.2009.A unified transformation approach for the estimation of spatial dynamic panel data models:Stability,spatial cointegration and explosive roots[R].Ohio State University Working Paper.
Lee L F,Yu J.2010a.A spatial dynamic panel data model with both time and individual fixed effects[J].Econometric Theory,26(2):564-597.
Lee L F,Yu J.2010b.Estimation of spatial autoregressive panel data models with fixed effects[J].Journal of Econometrics,154(2):165-185.
Lee L F,Yu J.2010c.Some recent developments in spatial panel data models[J].Regional Science and Urban Economics,40(5):255-271
Lee L F,Yu J.2012.QML estimation of spatial dynamic panel data models with time varying spatial weights matrices[J].Spatial Economic Analysis,7(1):31-74.
Lee L F,Yu J.2013,Near unit root in the spatial autoregressive model[J].Spatial Economic Analysis,8(3):314-351.
Lee L F.2007a.GMM and 2SLS estimation of mixed regressive,spatial autoregressive models[J].Journal of Econometrics,137(2):489-514.
Lee L F.2007b.The method of elimination and substitution in the GMM estimation of mixed regressive,spatial autoregressive models[J].Journal of Econometrics,140(1):155-189.
LeSage J P.2000.Bayesian estimation of limited dependent variable spatial autoregressive models[J].Geographical Analysis,32(1):19-35.
LeSage J P,Pace R K.2007.A matrix exponential spatial specification[J].Journal of Econometrics,140(1):190-214.
Lesage J P,Pace R K.2014.The biggest myth in spatial econometrics[J].Econometrics,2(5):217-249.
Liu,X.,Lee,L.F,Bollinger C.2010.An efficient GMM of spatial autoregressive models[J].Journal of Econometrics,159(2):303-319.
Lin X,Lee L F.2010.GMM estimation of spatial autoregressive models with unknown heteroscedasticity[J].Econometrics,157(1):34-52.
Marsh T L,Mittelhammer R C.2004.Generalized maximum entropy estimation of a first order spatial autoregressive model[J].Advances in Econometrics,18:199-234.
Ord K.1975.Estimation methods for models of spatial interaction[J].Journal of the American Statistical Association,70(349):120-126.
Paelinck J,Klaassen L.1979.Spatial Econometrics[M].Farnborough:Saxon House.
Pinkse J,Slade M E.1998.Contracting in space:An application of spatial statistics to discrete-choice models[J].Journal of Econometrics,85(1):125-154.
Pinkse J,Slade M E,Shen L.2006.Dynamic spatial discrete choice using one-step GMM:An application to mine operating decisions[J].Spatial Economic Analysis,1(1):53-99.
Poirier D,Ruud P.A.1988.Probit with dependent observations[J].Review of Economic Studies,55(4):593-614.
Qu X,Lee L.F.2012.LM tests for spatial correlation in spatial models with limited dependent variables[J].Regional Science&Urban Economics,42(3):430-445.
Rey S J,Boarnet M.G.2004.A taxonomy of spatial econometric models for simultaneous equations systems[M].Advances in Spatial Econometrics:Methodology,Tools,and Applications.Berlin Heidelberg:Springer,99-119.
Robinson P M.1982.On the asymptotic properties of estimators of models containing limited dependent variables[J].Econometrica,50(1):27-41.
Robinson P.M.1988.Root-n-consistent semiparametric regression[J].Econometrica,56(4):931-954.
Robinson Peter M.2010.Efficient estimation of the semiparametric spatial autoregressive model[J].Journal of Econometrics,157(1):6-17.
Robinson P M.,Thawornkaiwong S.2012.Statistical inference on regression with spatial dependence[J].Journal of Econometrics,167(2):521-542.
Robinson P M,Rossi F.2015.Refinements in maximum likelihood inference on spatial autocorrelation in panel data[J].Journal of Econometrics,189(2):447-456.
Rosen A.2008.Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities[J].Journal of Econometrics,146(1):107-117.
Su L,Jin S.2010.Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive modelsⅠ[J].Journal of Econometrics,157(1):18-33.
Su L.2012,Semiparametric GMM estimation of spatial autoregressive models[J].Journal of Econometrics,167:543-560.
Sun Y,Yan H,Zhang W,et al.2014.A semiparametric spatial dynamic model[J].The Annals of Statistics,42(2):700-727.
Tran L T.1990.Kernel density estimation on random fields[J].Multivariate Anal,34(1):37-53.
Tran L T,Yakowitz S.1993.Nearest neighbor estimators for random fields[J].Multivariate Anal,44(1):23-46.
Wang H L,Iglesias Emma M,Wooldridge Jeffrey M.2013.Partial maximum likelihood estimation of spatial probit models[J].Journal of Econometrics,172(1):77-89.
Xu X B,Lee L F.2015.Maximum likelihood estimation of a spatial autoregressive Tobit model[J].Journal of Econometrics,188(1):264-280.
Yu J,Jong R D,Lee L F.2008.Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both nand Tare large[J].Journal of Econometrics,146(1):118-134.
Yu J,Lee L F.2010.Estimation of unit root spatial dynamic panel data models[J].Econometric Theory,26(5):1332-1362.
Zellner,A.1971.An introduction to Bayesian inference in econometrics[M].New York:Wiley and Sons,Inc.
Zhang Y,Shen D.2015.Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects[J].Journal of Statistical Planning and Inference,159:64-80.
Zhang Y,Sun Y.2015.Estimation of partially specified dynamic spatial panel data models with fixed-effects[J].Regional Science and Urban Economics 51:37-46.
Zhou Y W.2015.Discrete choice modeling with interdependencies:A spatial binary Probit model with endogenous weight matrix[D].New York:Rensselaer Polytechnic Institute.
摘要:
扩展功能
本文信息
PDF全文请访问中国知网下载(447K)
删除或更新信息,请邮件至freekaoyan#163.com(#换成@)
空间计量经济学模型设定理论及其新进展
清华大学 辅仁网/2017-07-08
相关话题/空间 计量经济学 文献 上海财经大学 经济学院
地区金融扩张的竞争效应和溢出效应——基于空间面板模型的分析
地区金融扩张的竞争效应和溢出效应——基于空间面板模型的分析Competitive Effect and Spillover Effect of Regional Financial Expansion in China 郭峰;胡军; 1:上海新金融研究院 2:北京大学国家发展研究院 3:中 ...清华大学论文文献 清华大学 辅仁网 2017-07-08中国与东亚及美国的贸易流转:空间结构与反馈回路
中国与东亚及美国的贸易流转:空间结构与反馈回路Trade Transaction Flows among China,East Asia and USA:Spatial Structure and Feedback Loops 潘文卿;娄莹;张亚雄; 1:清华大学经济管理学院经济系 2:清华大 ...清华大学论文文献 清华大学 辅仁网 2017-07-08国家间政治冲突对贸易的影响——文献综述及基于中国与大国关系的实证研究
国家间政治冲突对贸易的影响——文献综述及基于中国与大国关系的实证研究The Effect of Political Conflicts on Trade——Literature Review and Empirical Study Based on China's Foreign Relations ...清华大学论文文献 清华大学 辅仁网 2017-07-08从基金竞次看居高不下的基金费率——基于空间计量模型的研究
从基金竞次看居高不下的基金费率——基于空间计量模型的研究Race to Bottom and the High Expense Ratio of the Funds——Evidence from Spatial Econometrics Model 宗庆庆;左大勇;陈杰; 1:北京大学光华管理学 ...清华大学论文文献 清华大学 辅仁网 2017-07-08对外贸易下滑与中国产业空间格局演变——基于一般均衡模型的估计与模拟
对外贸易下滑与中国产业空间格局演变——基于一般均衡模型的估计与模拟Declining in Foreign Trade and Reshaping China's Industry Geography:Estimation and Stimulation Based on General Equil ...清华大学论文文献 清华大学 辅仁网 2017-07-08单颗粒煤焦在大空间中燃烧的数值模拟方法及实验验证
单颗粒煤焦在大空间中燃烧的数值模拟方法及实验验证 刘雨廷, 何榕清华大学 热能工程系, 热科学与动力工程教育部重点实验室, 北京 100084 Numerical simulation method and experimenta ...清华大学论文文献 清华大学 辅仁网 2017-07-07Suomi-NPP夜间灯光数据与GDP的空间关系分析
Suomi-NPP夜间灯光数据与GDP的空间关系分析 郭永德1, 高金环2, 马洪兵11. 清华大学 电子工程系, 北京 100084;2. 北京大学 政府管理学院, 北京 100871 Spatial correlation a ...清华大学论文文献 清华大学 辅仁网 2017-07-07ADN基液体推进剂空间发动机工作过程模拟
ADN基液体推进剂空间发动机工作过程模拟 景李玥1, 霍佳龙1, 姚兆普2, 游小清1, 朱民11. 清华大学 热能工程系, 北京 100084;2. 北京控制工程研究所, 北京 100190 Numerical investig ...清华大学论文文献 清华大学 辅仁网 2017-07-07复杂空间轨迹焊接过程运动规划方法
复杂空间轨迹焊接过程运动规划方法 曾锦乐, 都东, 常保华, 洪宇翔, 常树鹤, 潘际銮清华大学 机械工程系, 先进成形制造教育部重点实验室, 北京 100084 Motion planning method for comple ...清华大学论文文献 清华大学 辅仁网 2017-07-07基于零空间的网络编码云存储完整性校验方案
基于零空间的网络编码云存储完整性校验方案 王伟平, 张俊峰, 王建新中南大学 信息科学与工程学院, 长沙 410083 Data integrity check based on null space for network co ...清华大学论文文献 清华大学 辅仁网 2017-07-07