一种新的包含可变时间效应的内生时空权重矩阵构建方法

被引：28

作者：

范巧 ^{[1
]}

Hudson Darren ^{[2
]}

机构：

[1] 重庆科技学院法政与经贸学院

[2] 得州理工大学农业与应用经济系

来源：

数量经济技术经济研究 | 2018年 / 35卷 / 01期

关键词：

权重矩阵; 时间效应; 变异性; Moran指数;

D O I：

10.13653/j.cnki.jqte.20171228.007

中图分类号：

F127 [地方经济]; F224 [经济数学方法];

学科分类号：

0202 ; 020202 ; 0701 ; 070104 ;

摘要：

研究目标:引入一种基于年度全局Moran指数比的内生时空权重矩阵构建方法,并评估其合理性。研究方法:基于标准化的空间权重矩阵和以年度全局Moran指数比为基础的时间权重矩阵,经过克罗内克积组合形成内生时空权重矩阵;并以两江新区辐射带动力影响因素分解问题为例,评估了内生时空权重矩阵的引入合理性。研究发现:相对于传统的外生时空权重矩阵而言,内生时空权重矩阵能够模拟空间溢出效应在时间上的动态转移和传导效应,却不会导致模型估计结果变异性质发生明显改变。研究创新:构建了一种新的内生性的、包含可变时间效应的时空权重矩阵。研究价值:为面板数据空间计量模型建模实践构建了一种更为精准的时空权重矩阵设计方式。

引用

页码：131 / 149

页数：19

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