周建,高静,周杨雯倩

• 1:上海财经大学经济学院

摘要(Abstract)：

空间计量经济学自20世纪70年代产生以来,在经济学理论和应用研究方面产生的作用越来越为重要。国内现有文献综述集中于对空间计量经济学基本体系的总结和评价,显著缺乏相关领域的最新进展动态追踪。本文试图在这一方面展开深度研究,以弥补国内已有相关研究的不足。在充分收集文献资料的基础上,本文对空间计量经济学模型设定理论及其新进展进行了较为系统的挖掘分析,总结和评价了空间计量经济学近年来理论上所取得的新成果,展望了其前景方向。

关键词(KeyWords)： 空间计量经济学;前沿理论;模型设定;新进展

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金(71071092);; 上海财经大学研究生创新基金(CXJJ-2012-392)项目研究成果

作者(Author): 周建,高静,周杨雯倩

DOI: 10.16513/j.cnki.cje.20160518.001

参考文献(References)：

• 陈建先,郑玉歆.2011.空间计量经济学文献综述[C]//21世纪数量经济学.北京:时事出版社,79-93.
• 姜磊,柏玲.2014.空间面板模型的进展:一篇文献综述[J].广西财经学院学报,27(6):1-8.
• 孙久文,姚鹏.2014.空间计量经济学的研究范式与最新进展[J].经济学家(7):27-35.
• 王立平,任志安.2007.空间计量经济学研究综述[J].云南财贸学院学报(社会科学版),23(4):25-28.
• 向永辉.2014.空间计量经济学的发展及其应用[J].浙江科技学院学报,26(2):77-85.
• 杨开忠,冯等田,沈体雁.2009.空间计量经济学研究的最新进展[J].开发研究,141(2):7-12.
• Alvarez J,Arellano M.2003.The time series and cross-section asymptotics of dynamic panel data estimators[J].Econometrica,71(4):1121-1159.
• Amemiya T.1974.Multivariate regression and simultaneous equation models when the dependent variables are truncated[J].Econometrica,42(6):999-1012.
• Andrews D W K.1994.Asymptotics for semi-parametric econometric models via stochastic equicontinuity[J].Econometrica,62(1):43-72.
• Anselin L.1986.Non-nested tests on the weight structure in spatial autoregressive models:Some Monte Carlo results[J].Journal of Regional Science,26(2):267-284.
• Anselin L.1988.Spatial econometrics:Methods and models[M].Boston:Kluwer Academic.
• Anselin L.2003.Spatial externalities,spatial multipliers,and spatial econometrics[J].International Regional Science Review,26(2):153-166.
• Anselin L,Gallo J L,Jayet H.2008.Spatial panel econometrics[M]//The econometrics of panel data:Fundamentals and recent developments in theory and practice.Berlin Heidelberg:Springer.
• Anselin L.2010.Thirty years of spatial econometrics[J].Papers in Regional Science,89(1):3-25.
• Arellano M,Bond O.1991.Some tests of specification for panel data:Monte Carlo evidence and an application to employment equations[J].Review of Economic Studies,58(2):277-297.
• Atkinson A C.1970.A method for discriminating between models[J].Journal of the Royal Statistical Society,32(32):323-353.
• Baltagi B,Song S H,Koh W.2003.Testing panel data regression models with spatial error correlation[J].Journal of Econometrics,117(1):123-150.
• Baltagi B,Egger P,Pfaffermayr M.2007.A generalized spatial panel data model with random effects[R].Syracuse University,Working Paper.
• Basile R,Gress B.2005.Semi-parametric spatial auto-covariance models of regional growth behavior in Europe[J].SSRN Electronic Journal(21):93-118.
• Basile R,Durbán M,Mínguez R,et al.2014.Modeling regional economic dynamics:Spatial dependence,spatial heterogeneity and nonlinearities[J].Journal of Economic Dynamics&Control,48(C):229-245.
• Beenstock M,Felsenstein D.2007.Spatial vector autoregressions[J].Spatial Economic Analysis,2(2):167-196.
• Bun M,Carree M.2005.Bias-corrected estimation in dynamic panel data models[J].Journal of Business&Economic Statistics,23(2):200-210.
• Carbon M,Hallin M,Tran L T.1996.Kernel density estimation for random fields:The L1theory[J].Journal of Nonparametric Statistics(2-3):157-170.
• Chiu T Y M,Leonard T,Tsui K.1996.The matrix-logarithmic covariance model[J].Journal of the American Statistical Association,91(433):198-210.
• Cliff A D,Ord J K.1973.Spatial autocorrelation[M].London:Pion Ltd.
• Davidson R,MacKinnon J.1981.Several tests for model specification in the presence of alternative hypotheses[J].Econometrica,49(3):781-793.
• Debarsy Nicolas,Jin F,Lee L F.2015.Large sample properties of the matrix exponential spatial specification with an application to FDI[J].Journal of Econometrics,188(1):1-21.
• Elhorst P J P.2012.Dynamic spatial panels:Models,methods,and inferences[J].Journal of Geographical Systems,14(1):5-28.
• Elhorst P J P.2014.Spatial panel models[M]//Handbook of Regional Science.Berlin Heidelberg:Springer,1637-1652.
• Figueiredo C,Silva A R D.2014.A matrix exponential spatial specification approach to panel data models[J].Empirical Economics,49(1):1-15.
• Flores-Lagunes A,Schnier K E.2012.Estimation of sample selection models with spatial dependence[J].Journal of Applied Econometrics,27(2):173-204.
• Fotheringham A S,Charlton M E,Brunsdon C.1998.Geographically weighted regression:A natural evolution of the expansion method for spatial data analysis[J].Environment&Planning A,30(11):1905-1927.
• Gao J T,Lu Z D,Tjstheim D.2006.Estimation semiparametric spatial regression[J].The Annals of Statistics,34(3):1395-1435.
• Gelfand A E,Kim H J.2003.Spatial modeling with spatially varying coefficient processes[J].Journal of the American Statistical Association,98(462):387-396.
• Gress B.2004.Using semiparametric spatial autocorrelation models to improve hedonic housing price prediction[J].Department of Economics.
• Hahn J,Kuersteiner G.2002.Asymptotically unbiased inference for a dynamic panel model with fixed effects when both nand Tare large[J].Econometrica,70(4):1639-1657.
• Hahn J,Newey W.2004.Jackknife and analytical bias reduction for nonlinear panel models[J].Econometrica,72(4):1295-1319.
• Hallin M.,Tran L T.2001.Density estimation for spatial linear processes[J].Bernoulli,7(7):657-668.
• Hallin M,Lu Z,Tran L T.2004a.Kernel density estimation for spatial processes:L1theory[J].Journal of Multivariate Analysis,88(1):61-75.
• Hallin M,Lu Z,Tran L T.2004b.Local linear spatial regression[J].Annals of Statistics,32(6):2469-2500.
• Han Xiaoyi,Lee Lung-fei.2013.Model selection using J-test for the spatial autoregressive model vs.the matrix exponential spatial model[J].Regional Science and Urban Economics,43(2):250-271.
• Hu J,Liu F,You J.2014.Panel data partially linear model with fixed effects,spatial autoregressive error components and unspecified intertemporal correlation[J].Journal of Multivariate Analysis,130(3):64-89.
• Jenish N,Prucha I R.2009.Central limit theorems and uniform laws of large numbers for arrays of random fields[J].Journal of Econometrics,150(1):86-98.
• Jenish N.2014.Spatial semiparametric model with endogenous regressors[J].Econometric Theory,1-26.
• Kapoor M,Kelejian H,Prucha I R.2007.Panel data models with spatially correlated error components[J].Journal of Econometrics,140:97-130.
• Kelejian H H,Prucha I R.1999.A generalized moments estimator for the autoregressive parameter in a spatial model[J].International Economic Review,40(2):509-533.
• Kelejian H H,Prucha I R.2002.2SLS and OLS in a spatial autoregressive model with equal spatial weights[J].Regional Science and Urban Economics,32(6):691-707.
• Kelejian H H,Prucha I R.2004.Estimation of simultaneous systems of spatially interrelated cross sectional equations[J].Journal of Econometrics,118(1-2):27-50.
• Kiviet J.1995.On bias,inconsistency,and efficiency of various estimators in dynamic panel data models[J].Journal of Econometrics,68(1):81-126.
• Kuersteiner Guido M,Prucha I R.2015.Dynamic spatial panel models:Networks,common shocks,and sequential exogeneity[R].CESifo Working Paper.
• Lee L F.2004.Asymptotic distribution of quasi-maximum likelihood estimators for spatial econometric models[J].Econometrica,72(6):1899-1926.
• Lee L F,Yu J.2009.A unified transformation approach for the estimation of spatial dynamic panel data models:Stability,spatial cointegration and explosive roots[R].Ohio State University Working Paper.
• Lee L F,Yu J.2010a.A spatial dynamic panel data model with both time and individual fixed effects[J].Econometric Theory,26(2):564-597.
• Lee L F,Yu J.2010b.Estimation of spatial autoregressive panel data models with fixed effects[J].Journal of Econometrics,154(2):165-185.
• Lee L F,Yu J.2010c.Some recent developments in spatial panel data models[J].Regional Science and Urban Economics,40(5):255-271
• Lee L F,Yu J.2012.QML estimation of spatial dynamic panel data models with time varying spatial weights matrices[J].Spatial Economic Analysis,7(1):31-74.
• Lee L F,Yu J.2013,Near unit root in the spatial autoregressive model[J].Spatial Economic Analysis,8(3):314-351.
• Lee L F.2007a.GMM and 2SLS estimation of mixed regressive,spatial autoregressive models[J].Journal of Econometrics,137(2):489-514.
• Lee L F.2007b.The method of elimination and substitution in the GMM estimation of mixed regressive,spatial autoregressive models[J].Journal of Econometrics,140(1):155-189.
• LeSage J P.2000.Bayesian estimation of limited dependent variable spatial autoregressive models[J].Geographical Analysis,32(1):19-35.
• LeSage J P,Pace R K.2007.A matrix exponential spatial specification[J].Journal of Econometrics,140(1):190-214.
• Lesage J P,Pace R K.2014.The biggest myth in spatial econometrics[J].Econometrics,2(5):217-249.
• Liu,X.,Lee,L.F,Bollinger C.2010.An efficient GMM of spatial autoregressive models[J].Journal of Econometrics,159(2):303-319.
• Lin X,Lee L F.2010.GMM estimation of spatial autoregressive models with unknown heteroscedasticity[J].Econometrics,157(1):34-52.
• Marsh T L,Mittelhammer R C.2004.Generalized maximum entropy estimation of a first order spatial autoregressive model[J].Advances in Econometrics,18:199-234.
• Ord K.1975.Estimation methods for models of spatial interaction[J].Journal of the American Statistical Association,70(349):120-126.
• Paelinck J,Klaassen L.1979.Spatial Econometrics[M].Farnborough:Saxon House.
• Pinkse J,Slade M E.1998.Contracting in space:An application of spatial statistics to discrete-choice models[J].Journal of Econometrics,85(1):125-154.
• Pinkse J,Slade M E,Shen L.2006.Dynamic spatial discrete choice using one-step GMM:An application to mine operating decisions[J].Spatial Economic Analysis,1(1):53-99.
• Poirier D,Ruud P.A.1988.Probit with dependent observations[J].Review of Economic Studies,55(4):593-614.
• Qu X,Lee L.F.2012.LM tests for spatial correlation in spatial models with limited dependent variables[J].Regional Science&Urban Economics,42(3):430-445.
• Rey S J,Boarnet M.G.2004.A taxonomy of spatial econometric models for simultaneous equations systems[M].Advances in Spatial Econometrics:Methodology,Tools,and Applications.Berlin Heidelberg:Springer,99-119.
• Robinson P M.1982.On the asymptotic properties of estimators of models containing limited dependent variables[J].Econometrica,50(1):27-41.
• Robinson P.M.1988.Root-n-consistent semiparametric regression[J].Econometrica,56(4):931-954.
• Robinson Peter M.2010.Efficient estimation of the semiparametric spatial autoregressive model[J].Journal of Econometrics,157(1):6-17.
• Robinson P M.,Thawornkaiwong S.2012.Statistical inference on regression with spatial dependence[J].Journal of Econometrics,167(2):521-542.
• Robinson P M,Rossi F.2015.Refinements in maximum likelihood inference on spatial autocorrelation in panel data[J].Journal of Econometrics,189(2):447-456.
• Rosen A.2008.Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities[J].Journal of Econometrics,146(1):107-117.
• Su L,Jin S.2010.Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive modelsⅠ[J].Journal of Econometrics,157(1):18-33.
• Su L.2012,Semiparametric GMM estimation of spatial autoregressive models[J].Journal of Econometrics,167:543-560.
• Sun Y,Yan H,Zhang W,et al.2014.A semiparametric spatial dynamic model[J].The Annals of Statistics,42(2):700-727.
• Tran L T.1990.Kernel density estimation on random fields[J].Multivariate Anal,34(1):37-53.
• Tran L T,Yakowitz S.1993.Nearest neighbor estimators for random fields[J].Multivariate Anal,44(1):23-46.
• Wang H L,Iglesias Emma M,Wooldridge Jeffrey M.2013.Partial maximum likelihood estimation of spatial probit models[J].Journal of Econometrics,172(1):77-89.
• Xu X B,Lee L F.2015.Maximum likelihood estimation of a spatial autoregressive Tobit model[J].Journal of Econometrics,188(1):264-280.
• Yu J,Jong R D,Lee L F.2008.Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both nand Tare large[J].Journal of Econometrics,146(1):118-134.
• Yu J,Lee L F.2010.Estimation of unit root spatial dynamic panel data models[J].Econometric Theory,26(5):1332-1362.
• Zellner,A.1971.An introduction to Bayesian inference in econometrics[M].New York:Wiley and Sons,Inc.
• Zhang Y,Shen D.2015.Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects[J].Journal of Statistical Planning and Inference,159:64-80.
• Zhang Y,Sun Y.2015.Estimation of partially specified dynamic spatial panel data models with fixed-effects[J].Regional Science and Urban Economics 51:37-46.
• Zhou Y W.2015.Discrete choice modeling with interdependencies:A spatial binary Probit model with endogenous weight matrix[D].New York:Rensselaer Polytechnic Institute.