作　　者： (莫国莉）; ; ;

机构地区： 华南理工大学工商管理学院

出　　处： 《系统管理学报》 2018年第2期219-229,共11页

摘　　要： 为克服传统的空间权重不能随经济属性值变化而变化从而不能准确刻画复杂空间交互关系的缺陷,在变权理论的指导下,构建几种变权函数及对应变权空间权重。首先构造一种嵌套权重作为常权权重,在已有惩罚占主导的混合变权函数的基础上,提出了完全惩罚型、完全激励型及激励占主导的3种变权函数,并将4种函数应用于构造变权权重。最后,以43个国家股指建立的空间面板模型去检验变权函数构造的合理性及变权权重的适应性与有效性。实证结果表明:构建的3种变权函数合理;4种变权空间权重在挖掘空间效应及在模型的拟合度方面均表现出比常权权重更强的适应性和有效性。 [Abstract] The traditional spatial weight cannot change with economic attributes, which fails to accurately describe the complex spatial interaction relationship. In order to overcome the defect, this paper tries to construct three types of variable weight functions that can be applied to build the variable spatial weight based on the variable weight theory. It first reconstructs a nested weight as a constant weight, and then builds four types of variable weights based on their respective variable weight functions including a complete punishment function, a complete incentive function, an incentive dominated function, and a punishment dominated function. Finally, it tests the validity of the functions as well as their new spatial weight by using a spatial panel model based on the stock indexes of 43 countries. The empirical results show that the three types of functions are reasonably constructed and the four variable weights are more adaptive than the traditional weights in the mining of spatial interaction with a higher fitting degree. Key words：spatial econometrics~ spatial weight~ variable weight function~ spatial effect

关 键 词： 拟合度 空间滞后 权函数 变权理论 效应分析 空间效应 空间面板模型

领　　域： [经济管理—世界经济]