spatialweightsmatrix(編輯修改稿)
2024-09-25 14:16 本頁面
【文章內(nèi)容簡介】 ) 0( | , ) ( 39。)EWVa r W E ?????? ???εXIε X ε ε GDP Output Production China 2020 [] ? CobbDouglass Production Function ln(GDP) = a + b ln(L) + g ln(K) + bw W ln(L) + gw W ln(K) + ? OLS Parameter OLS . Robust b g bw gw a R2 Spatial Endogeneity Lagged Dependent Variable ? Spatial Lag Model W?? ? ?y y X βε11 , 2 , .. .,nij jj wyWin??????????y2( | , ) 0( | , ) ( 39。)EWVa r W E ?????? ???εXIε X ε εReferences ? T. Conley, 1999 “GMM estimation with cross sectional dependence,” Journal of Econometrics 92, 1999, 1–45. ? H. Kelejian and . Prucha, “HAC Estimation in a Spatial Framework,” Journal of Econometrics, 140: 131154. ? W. Newey, and K. West, 1987, “A simple, positive semidefinite, heteroskedastic and autocorrelated consistent covariance matrix,” Econometrica, 55, 1987, 703–708. ? H. White, “Maximum Likelihood Estimation of Misspecified Models,” Econometrica, 50, 1982, 126. Spatial Econometric Analysis Using GAUSS 4 KuanPin Lin Portland State University Spatial Econometric Models ? Spatial Exogenous Model ? Spatial Lag Model ? Spatial Mixed Model ? Spatial Error Model ? Spatial AR(1) ? Spatial MA(1) ? Spatial ARMA(1,1) ? Spatial Error Components Model Spatial Exogenous Model Lagged Explanatory Variables ? The Model 39。11 , 2 , .. .,nij jj wWin?????????? xXW? ? ?yX β X γ ε2( | , ) 0( | , ) ( 39。)EWVa r W E ?????? ???εXIε X ε εSpatial Lag Model Lagged Dependent Variable ? The Model W?? ? ?y y X βε11 , 2 , .. .,nij jj wyWin??????????y2( | , ) 0( | , ) ( 39。)EWVa r W E ?????? ???εXIε X ε ε112121()( ) ( )( ) [ ( ) 39。( ) ]( , ) ( ) 0WWWVar W WC ov W W W?????? ? ???????? ? ? ?? ? ? ? ?? ? ?? ? ?I y X βεy I X β I εy I Iy ε
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