【正文】 retp(real(d))。 Spatial Contiguity Weights Matrix China, 30 Provinces and Cities: W1, W2, W3 DistanceBased Spatial Weights Ertur and Kosh (2020) ? Geographical Location (x,y) ? Longitude (x) ? Latitude (y) ? Great Circle Distance ? d=gcd(x,y) ? (x,y) is in degree decimal units ? DistanceBased Spatial Weights Matrix ? Using Kernel Weight Function proc gcd(xc,yc)。 w2=denseSubmat(sparseOnes(spwpower(spw(w1),2),n,n),0,0)。 using GPE package (version 2) ? // this must be the first executable statement ? /* ? ** Writing output to file or sending it to printer: ? ** specify file name for output ? */ ? // Loading data: read data series from data files. ? /* ? ** Generating or transforming data series: ? ** create and generate variables with data scaling or transformation ? ** (. y and x are generated here and will be used below) ? */ ? call reset。 i = 2。 endo。 print e = e。 endp。 ... endfor。* *2* * * *( 1 ) ( 1 )( , , , ) l n( 2 ) l n( )22( 1 ) l n | | ( 1 ) l n | |2( ) , ( )( , , | , , ) ( ) ( ) ( )vvvNNT T TN T N TLT A T Bw he re A I W B I WW I B I A I B? ? ? ? ????????? ? ?? ? ? ? ?? ? ? ?? ? ? ? ? ?βeeee β y X y X βMaximum Likelihood Estimation Random Effects ? LogLikelihood Function 2239。 ) /( 39。 ) / ( 1 )( 39。 ) 39。 / ( 1 ) ,vvVarNT??????? ? ? ?δ Z Z Z y δ ZZv v v y Z δ1? ( 39。Spatial Econometric Analysis Using GAUSS 10 KuanPin Lin Portland State University Spatial Panel Data Models ? The General Model 11()()( ) [ ( ) ( ) ]( ) , ( )TTTT T TNNWWABw he re A W B W??????? ? ? ?? ? ? ? ?? ? ? ? ? ? ?? ? ? ?y I y X βεε I ε i u vy I X β I i u vIISpatial Panel Data Models ? Assumptions ? Fixed Effects ? Random Effects ? Spatial Error Model: A=I or ?=0 ? Spatial Lag Model: B=I or ?=0 ? Panel Data Model: A=B=I 21( | , ) ( 39。 )? ? ? ?? 39。??Z H H H H Z2( | ) 0 , ( , ) 0, TE C o vw h e r e W????? ? ???ε H Z HH X W X W X W ISpatial Lag Model Estimation Random Effects: IV/GLS ? Feasible Generalized Least Squares ? Estimate ?v2 and ?u2 from the fixed effects model: ? FGLS for random effects model: 1 1 1 1 1? ? ? ? ?? ? ?( 39。TTNV a r B V a r Bw h e r e B W???? ? ???ε I e IISpatial Error Model Estimation Fixed Effects ? Moment Functions 22( 39。 ) / ( 1 ) 0vvE N TE N T trac e W W NE N T????????e Qee Q ee Qe2112111( 39。l n | | l n | |2( ) , ( )( , , | , , ) ( ) ( ) ( )vvvNNT T TN T N TLT A T Bw here A I W B I WW I B I A I B? ? ? ? ??????? ? ?? ? ?? ? ? ?? ? ? ? ? ?βeeee β y X y X βMaximum Likelihood Estimation Fixed Effects ? LogLikelihood Function (Lee and Yu, 2020) ? Where z* is the transformation of z using the orthogonal eigenvector matrix of Q. 2239。 ? For Loop for i (start,stop,step)。 retp(ret_list)。 x=one|(e.*eye(4))。 e=e/10。 y = qtoa1(x[.,1])。 GPE2 for GAUSS ? GPE2 is a package of econometric procedures written in GAUSS. There are four main functions, driven by a set of global control variables: ? Reset Set up global control (input and output) variables. ? Estimate Estimation of a linear or generalized linear model. ? Forecast Forecasting based on a linear or generalized linear model. ? Optimize Estimation of a nonlinear model. ? Gpehelp Online help of using GPE2. GPE2 for GAUSS Selected Global Control Variables ? Input Control Variables _names, _begin, _end, _rstat, _rtest, _rplot, _rlist,_const, _restr, _vcov, _hacv, _weight, _ivar, _dlags, _pdl, _eq, _id, _ar, _ma, _arma, _garch, _acf, _acf2, _nlopt, _method, _iter, _tol, _step, _conv, _fbrgin, _fend, _fstat, _fplot, _splag, _spw, _spwd ? Output Control Variables __y, __x, __e, __b, __vb, __v, __rss, __r2, __f, __vf, __t, __a, __va GPE2 for GAUSS A Typical Program Using GPE2 ? /* ? ** Comments on program title, purposes, and the usage of the program ? */ ? use gpe2。 w1=wd。 include gpe\。x)))。 )ij i jk Ei j nV a ree????? ? ? ? ? ? ????????XX εεβ X X X X X X1? ( 39。, 1 , 2 , . . . , 0ij i jijk i jki j n i jee ?? ? ?? ? ? ? ??????? ? ?XXSpatial HAC Estimator General Heteroscedasticity and Autocorrelation ? First Law of Geography ? Kelejian and Prucha (2020) 39。1111?