空间计量模型估计滞后与误差分析研究.pptVIP

SpatialEconometricAnalysis

UsingGAUSS7Kuan-PinLin

PortlandStateUniverisity第1页

SpatialAutoregressiveModelwithAutoregressiveDisturbancesSARAR(1,1)=SPLAG(1)+SPAR(1)第2页

SpatialAutoregressiveModelwithMovingAverageDisturbancesSARMA(1,1)=SPLAG(1)+SPMA(1)第3页

SpatialAutoregressiveModelwithARMADisturbancesSARARMA(1,1,1)

=SPLAG(1)+SPAR(1)+SPMA(1)第4页

ModelEstimation

SARAR(1,1)第5页

ModelEstimation

MaximumLikelihoodEstimationLog-LikelihoodFunctionJSPAR(1)(I-rW)SPMA(1)(I+qW)-1SPARMA(1,1)(I+qW)-1(I-rW)第6页

ModelEstimation

MaximumLikelihoodEstimationQuasiMaximumLikelihood(Q