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空间误差模型的稳健检验
Authors
张进峰
方颖
Publication date
8 November 2013
Publisher
Abstract
本文构建了一个用来检验空间误差模型的稳健统计量,它以Bera 和 Yoon(1993)的理论为基础,渐进具有 检验统计量的良好大样本性质。这种检验方法不仅可以有效减少空间滞后效应对统计推断的影响,而且在很大程度上简化了计算。作为比较,我们发现当真实模型中存在显著的空间滞后效应时,Anselin et al(1996)提出的检验统计量会产生明显的偏误而我们的检验统计量依然有效。蒙特卡罗模拟的结果与本文的预期一致。 本文即将在《数量经济技术经济研究》发表
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Last time updated on 16/06/2016