关键词: 空间计量, 分位数回归, 工具变量估计, 资源诅咒

Abstract: In this paper, we propose a spatial quantile regression model following spatial data distribution characteristics, and focus on the model's estimation and parametric test. We construct an instrumental variables estimation method and build the large sample theory of estimators through mathematical proofs. Based on the asymptotic distribution of estimators, a parametric test for the model is also constructed. The numerical simulation method and practical examples are used to investigate the practical application effects of the estimation method and parametric test method. Numerical simulation results show that both the estimation method and the parametric test method can achieve high accuracy and stability under finite sample conditions. In the application example, we use the theoretical method constructed to re-examine the existence of "resource curse" in China. The empirical results show the application value of the theoretical method.

Key words: Spatial Econometrics, Quantile Regression, Instrumental Variables Estimation, Resource Curse