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【正文】 2239。 ~ ( ( ) , ( ) )垐 ?39。)WWE W V a r W E ???? ? ? ??? ? ? ???y y X β X γ εIε X ε X ε ε112121()( ) ( ) ( )( ) [ ( ) 39。 )ni i iiLni i i i i iiLVar????? ? ?? ? ???????? ? ???????????X X x xx x x xβ X X X X X XCrime Equation Anselin (1988) [] ? Basic Model (Crime Rate) = a + b (Family Ine) + g (Housing Value) + ? ? Spatial HAC Estimator OLS Parameter OLS . Robust Robust b g a R2 GDP Output Production China 2020 [] ? CobbDouglass Production Function ln(GDP) = a + b ln(L) + g ln(K) + ? ? Spatial HAC Estimator OLS Parameter OLS . Robust Robust b g a R2 Spatial Exogeneity Lagged Explanatory Variables ? Spatial Exogenous Model 39。( 39。? ?? ( ) ( 39。 ( 39。 convert to radian y=pi*yc/180。 w5=denseSubmat(sparseOnes(spwpower(spw(w1),5),n,n),0,0)。Spatial Econometric Analysis Using GAUSS 3 KuanPin Lin Portland State University Spatial Weights Matrix ? Anselin (1988) [] ? China 30 Provinces [, ] ? Ertur and Kosh (2020) [] ? Homework ? . 48 Lower States [] ? . 3109 Counties [] [] Spatial Contiguity Weights Matrix Anselin (1988): W1, W2, W3 use gpe2。 w6=denseSubmat(sparseOnes(spwpower(spw(w1),6),n,n),0,0)。 d=3963*arccos(sin(y39。), 1 , 2 , .. .,? ?? ( ) ( 39。 ) 39。 )nni j i j i jij kVar????????????X X x xβ X X X X X Xm a x( / ) ( / )ij ij ij ijk K d d or k K d d??ij ijdk? ? ?Time Series HAC Estimator General Heteroscedasticity and Autocorrelation ? NeweyWest Estimator 239。11 , 2 , .. .,nij jj wWin?????????? xXW? ? ?yX β X γ ε2( | , ) 0( | , ) ( 39。( ) ]( , ) ( ) 0WWW W WV ar W WC ov W W W?????? ? ???????? ? ? ? ?? ? ? ? ? ?? ? ?? ? ?I y X β X γ εy I X β X γ I εy I Iy εISpatial Error Models ? Spatial
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