摘要
文章将针对横截面回归空间平稳性的two-stepLM检验方法拓展到空间面板情形,用以对空间面板的虚假回归和面板模型的空间单位根和空间协整进行检验,该检验的突出优点是具有灵活性和稳健性;能够将空间面板模型中单个变量空间单位根检验和整个模型的非平稳性检验统一起来,最后,文章采用two-stepLM法对我国电信服务外溢性的相关计量模型进行了空间平稳性分析。
The two - step LM test suggested as a device to reveal spatial nonstationarity, spurious spatial regression and spatial cointegration in cross - section regression. The present paper extend this test strategy consisting of a two-step application of a lagrange multiplier test to spatial panel data model. A outstanding advantage of the two - step LM test strategy is that it is quite robust and flexible. It devel- ops a coherent theory framework for testing spatial nonstationarity, spurious spatial regression and spatial cointegration of spatial panel data model. Finally, this test applied to analysis spatial econometrics model of interprovincial spillovers of China Telecom services.
出处
《华东经济管理》
CSSCI
2010年第3期43-45,共3页
East China Economic Management
关键词
空间非平稳性
空间协整
虚假回归
spatial nonstationarity
spatial cointegration
spurious regression.
