spatialweightsmatrix(编辑修改稿)

spatialweightsmatrix(编辑修改稿)内容摘要：

) 0( | , ) ( 39。 )EWVa r W E  εXIε X ε ε GDP Output Production China 2020 []  CobbDouglass Production Function ln(GDP) = a + b ln(L) + g ln(K) + bw W ln(L) + gw W ln(K) +  OLS Parameter OLS . Robust b g bw gw a R2 Spatial Endogeneity Lagged Dependent Variable  Spatial Lag Model W  y y X βε11 , 2 , .. .,nij jj wyWiny2( | , ) 0( | , ) ( 39。 )EWVa r W E  εXIε X ε εReferences  T. Conley, 1999 “GMM estimation with cross sectional dependence,” Journal of Econometrics 92, 1999, 1–45.  H. Kelejian and . Prucha, “HAC Estimation in a Spatial Framework,” Journal of Econometrics, 140: 131154.  W. Newey, and K. West, 1987, “A simple, positive semidefinite, heteroskedastic and autocorrelated consistent covariance matrix,” Econometrica, 55, 1987, 703–708.  H. White, “Maximum Likelihood Estimation of Misspecified Models,” Econometrica, 50, 1982, 126. Spatial Econometric Analysis Using GAUSS 4 KuanPin Lin Portland State University Spatial Econometric Models  Spatial Exogenous Model  Spatial Lag Model  Spatial Mixed Model  Spatial Error Model  Spatial AR(1)  Spatial MA(1)  Spatial ARMA(1,1)  Spatial Error Components Model Spatial Exogenous Model Lagged Explanatory Variables  The Model 39。 11 , 2 , .. .,nij jj wWin xXW  yX β X γ ε2( | , ) 0( | , ) ( 39。 )EWVa r W E  εXIε X ε εSpatial Lag Model Lagged Dependent Variable  The Model W  y y X βε11 , 2 , .. .,nij jj wyWiny2( | , ) 0( | , ) ( 39。 )EWVa r W E  εXIε X ε ε112121()( ) ( )( ) [ ( ) 39。 ( ) ]( , ) ( ) 0WWWVar W WC ov W W W             I y X βεy I X β I εy I Iy ε。