空间计量经济学的发展及其应用

为处理数据的空间相关性和空间异质性而发展的空间计量经济学，已成为空间数据的标准分析工具，并开始进入计量经济学的主流。从最初的探索性空间数据分析，空间计量经济学发展到横截面数据空间计量模犁，进一步再到空间面板模型和空间动态面板模型。对不同类型的数据，空间计量经济学提供了多种估计方法，这些方法各有短长。在面板数据的实证研究中，空间溢出效应的测度特别重要且复杂。该问题通过计算直接效应和间接效应得到了较好解决。空间计量经济学未来的发展将集中于空间一时间交互效应的微观机制研究、与联立方程和贝叶斯估计方法的结合，以及空间计量软件的完善和发展。

Development and application of spatial econometrics

Born for processing spatial correlation and spatial heterogeneity, spatial econometrics has become the standard analysis tool for spatial data, and begins entering the mainstream of econometrics. Starting from exploratory spatial data analysis, spatial econometrics has developed models for cross-sectional data, and then further panel data and dynamic panel data. To different types of data, different estimation methods can be chosen according to their advantages and disadvantages. In empirical research using panel data, the measurement of spatial spillover effects is very important and complicated. It can be solved perfectly by computation of direct and indirect effects. Future development of spatial econometrics will focus on the microscopic mechanism of interaction of space-time, integration with the simultaneous equations and Bayesian estimation methods, as well as the improvement and development ofspatial econometric software.