摘要
空间计量经济学发展了一系列空间面板计量模型,但如何根据实际问题选用最佳模型,尚无统一筛选框架。既有文献中针对模型选择的检验大都依赖大样本条件,但现实并非总能满足。将模型贝叶斯遴选框架拓展到空间面板模型情形,并以此对中国电信服务外溢性计量模型进行分析。此筛选框架的突出优势在于能整合处理空间面板计量模型簇中的嵌套情形与非嵌套情形,指标可直接计算,不需借助模拟,且结果具有稳健性。实证结果表明:整合了技术发展和经济结构关联的空间误差自回归面板模型适于中国电信服务外溢性的研究。
A whole family of different spatial panel model has been developed, but how to choose the ＂best＂ model using appropriate criteria to meet the need of empirical research is still left as an unsolved problem. There is no uniform and coherent framework for such model choice. Furthermore, existing test for model choice aim at large sample-sizes mostly, which result in the biased estimation from finite sample. This paper develops a comprehensive and coherent Bayesian theory framework for spatial panel model choice. Finally, this framework applied to Spatial Econometrics model choice on spillovers of Chinese Telecom services. Findings indicate that spatial panel data model choice framework based on Bayesian theory is coherent in nest model and non- nest model; there are robust performances both in finite-sample and large - sample sizes. Moreover choice criterion can be computed directly, do not need simulation. Research discovered that the spatial autoregressive error model integrated network neighbor effect and economic relation is more suited the researches on spillovers of Chinese Telecom Services than the others, which is consistent with classical methods in spatial econometrics.
出处
《统计与信息论坛》
CSSCI
2010年第3期65-70,共6页
Journal of Statistics and Information
