统计研究 ›› 2013, Vol. 30 ›› Issue (9): 94-100.

• 论文 • 上一篇    下一篇

空间外部性的识别问题

田相辉 张秀生   

  • 出版日期:2013-09-15 发布日期:2013-09-04

The Identification Problem of Spatial Externalities

Tian Xianghui & Zhang Xiusheng   

  • Online:2013-09-15 Published:2013-09-04

摘要: 有效捕捉空间外部性是经验分析中的一大难题。空间计量方法通过空间滞后的形式将外部性纳入空间计量模型,是捕捉外部性、特别是技术外部性的有效工具。但需要注意:1.空间计量分析需要坚实的经济理论基础和合理的经济机制设计;2.因果效应和与之密切相关的内生性问题的识别和处理是有效捕捉空间外部性问题的关键;3.空间权重矩阵的生成方式应与经济社会层面的交互效应相匹配;4.当模型设定中包含内生的空间滞后时,模型系数的内涵不同于经典线性回归,需要特殊解释。

关键词: 理论基础, 空间杜宾模型, 空间权重矩阵, 因果效应, 内生性

Abstract: It is difficult to capture spatial externalities effectively in experience analysis. Spatial econometrics which models externality in the form of spatial lags is an effective tool to capture externalities, especially technical externalities. But it's important to note: 1)spatial econometric analysis needs solid basis of economic theories and reasonable economic mechanism design;2)the causal effect and the identification and treatment of the endogeneity problems that are closely related to the causal effect are the keys to capture spatial externalities effectively.3)the generation of spatial weights matrices should be taken to match the interaction effect at economic level and social level; 4)when the specification of model contains the endogenous spatial lags, the connotation of the model coefficients is different from the classical linear regression, which needs special explanation.

Key words: Theoretical basis, Spatial Durbin model, Spatial weights matrices, Causal effect, Endogeneity