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Estimation and Application of Panel Data Semiparametric Spatial Lag Models

Abstract

目前,一套完整、系统的参数空间计量模型理论和方法已基本形成,并在各种学科领域中应用广泛。参数空间计量模型通常对模型形式进行预先设定,其优点在于统计推断相对简单,容易解释问题。考虑到现实经济变量间的复杂性,预先设定模型形式往往会存在较高的误设风险,估计结果也极有可能出现偏误,导致研究结果与现实问题不相符合。为了克服参数空间计量模型的局限性,我们有必要进一步对非参数\半参数空间计量模型的理论和方法展开研究,这也是本论文的研究出发点。如今,相关的研究才刚刚起步,尤其是对面板数据非参数\半参数空间计量模型的研究,基本尚处于空白。 与传统参数空间计量模型相比较,非参数空间计量模型一般具备更好的稳健性,...The theory and method of the parametric spatial econometric model have been basically formed and widely used in various kinds of subjects so far. The parametric spatial econometric model is often done in the form of pre-set in research, its advantages include that the statistical inference is relatively simple and it is easy to explain the problem. Consider the complex of the economic variables in...学位:经济学博士院系专业:经济学院_统计学学号:1542012015362

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