空间计量经济学理论体系的解析及其展望被引量：10

The Analysis and Outlook On The Theoretical System of Spatial Economitrics

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摘要随着空间经济理论研究出现重大突破,空间计量经济学也从边缘走向现代计量经济学的主流。重点对空间计量经济模型的设立包括空间横截面数据模型、空间面板数据模型以及空间离散数据模型进行讨论,对模型参数估计方法包括最大似然估计法、两阶段最小二乘法和矩估计法等进行分析,对模型检验方法包括Moran’s I方法和LM/RS方法等内容进行总结,最后展望了该理论研究未来的发展趋势。 Along with the key breakthroughs of spatial economics, spatial econometrics has moved from the margins to the main stream of modern econometrics. In order to comprehensive analyze the theory system of spatial econometrics, firstly, we discuss the model specification including spatial cross--section data model, spatial panel--data model and spatial dependence model for discrete variable. Secondly, we study the method of estimating parameters including ML, spatial two stage least squares and Method of moment estimator. Thirdly, we consider the specification testing methods including Moran＇s I and LM/ RS. At last, we discuss the future trend of spatial econometrics study.

作者胡健焦兵

机构地区西安财经学院资源环境与区域经济研究中心

出处《统计与信息论坛》 CSSCI 2012年第1期3-8,共6页 Journal of Statistics and Information

基金国家社会科学基金重点项目<技术创新视角下的能源产业成长战略研究>(11AJL007)

关键词空间计量经济学模型设立模型估计模型检验 spatial econometrics model specification~ model estimation model testing

分类号 F224.0 [经济管理—国民经济]

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