在线性参数空间滞后模型中,解释变量的系数一般假设为固定常数,本文放松这种假设,将解释变量的系数设定为某一变量的未知函数,提出一类全新的半参数变系数空间滞后模型;导出该模型的截面极大似然估计,并证明该估计的一致性;用蒙特卡洛数值模拟方法考察该估计在小样本条件下的性质,数值模拟结果显示提出的估计方法在小样本条件下依然有优良的表现。The coefficients of explanatory variables are always assumed to be fixed constants in linear spatial lag model.This paper relaxes the assumption,sets the coefficients to be unknown functions of some variables,and proposes a new class of semi-parametric varying coefficient spatial lag model;we construct a profile maximum likelihood estimation of the model and prove the consistency of the estimation.Monte Carlo simulation is used to exam the property of the estimation in small sample conditions.The results of numerical simulation show that the estimation method still has excellent performance with small sample.国家社科重大基金研究项目“扩大内需的宏观经济政策研究”(08&ZD034); 国家社科重点基金研究项目“国家统计数据质量管理研究”(09AZD045); 教育部哲学社会科学研究重大课题攻关项目“中国居民消费价格指数(CPI)的理论与实践研究”(11JZD019)的资
