空间计量经济学导论及GeoDa的应用教材(PDF 36页)

空间计量经济学的发展 Development of Spatial Econometrics
• 发展于1970年代，起初作为空间统计和空间数据分析的一个分支，其 理论与应用研究大多源于空间统计、区域科学和定量地理，被主流经 济学和计量经济学所忽视。
• 近20年，经历了快速发展，已成为现代计量经济学的重要分支。the field moves “from the margins in applied urban and regional economic analysis to the mainstream of economics and other social science” (Anselin, 2010).
• 1990年代以来，空间计量经济学理论得到较大发展，方法开始得到普 遍应用，理论与应用研究呈现爆发式的增长，除了出现在区域科学和 空间分析期刊上，也开始大量出现在主流计量经济学期刊和应用经济 学各领域的期刊上。但大多数计量经济学教材仍未能包括相关内容。
空间计量经济学的发展 Development of Spatial Economeபைடு நூலகம்rics
什么是空间计量经济学？ Spatial Econometrics: Definitions
• the definition provided in Anselin (1988)
– “the collection of techniques that deal with the peculiarities caused by space in the statistical analysis of regional science models”.
models – Anselin, 2006 in Handbook of Econometrics
什么是空间计量经济学？ Spatial Econometrics: Definitions
• the definition provided in Paelinck-Klaassen (1979)
– role of spatial interdependence – asymmetry in spatial relations – importance of factors in other spaces – differentiation ex post and ex ante interaction – explicit modeling of space
什么是空间计量经济学？ Spatial Econometrics: Definitions
• the definition provided in Anselin (2006)
– “a subset of econometric methods that is concerned with spatial aspects present in cross-sectional and space-time observations.
空间计量经济学及其发展
spatial econometrics and its development
什么是空间计量经济学？ Spatial Econometrics: Definitions
• Three Definitions
– Paelinck-Klaassen, 1979 Spatial Econometrics – Anselin, 1988 Spatial Econometrics: methods and
– the limiting context of urban and regional modeling and regional science is removed and the definition of spatial econometrics is placed squarely within the methodological toolbox of (applied) econometrics.
中国区域科学协会学术年会青年学者培训
空间计量经济学导论及GeoDa的应用
An Introduction to Spatial Econometrics with GeoDa
孙铁山 北京大学政府管理学院
2013.10.10
内容提要
• 空间计量经济学及其发展 • 空间数据及其特性 • 空间自相关及其测度 • 空间回归模型：设定、估计与解释 • GeoDa应用演示
– Variables related to location, distance and arrangement (topology) are treated explicitly in model specification; estimation; diagnostic checking and prediction”.
– dealing with “the specific spatial aspects of data and models in regional science that preclude a straightforward application of standard econometric methods”.
– limiting the definition to the realm of regional science. – the modeling perspective was comprehensively treated, which
distinguishes spatial econometrics from the broader field of spatial statistics or spatial data analysis. – Emphasizing specification, estimation and specification tests of spatial regression models.