教学大纲(2)

2019-08-03 13:41

第十部分 空间计量(spatial econometrics)方法

内容:1)介绍空间计量经济学中一些常见估计模型(空间面板模型,空间误差

模型,空间混合模型,空间Durbin模型,GS2SLS模型)设定,估计,检验方法等;2)介绍空间面板模型及空间动态面板模型;3)软件操作;4)文献讲解。

参考: 《Introduction to Spatial Econometrics》(LeSage和Pace著)、《Spatial

Econometrics: From Cross-sectional Data to Spatial Panels》(Paul Elhorst著)、http://www.spatial-econometrics.com,http://www.regroningen.nl/elhorst/software.shtm

文献讲解:Pinkse, Joris and Margaret Slade (2010) The future of spatial econometrics.

Journal of Regional Science 50(1): 103-117.

Lee, Lung-fei and Jihai Yu (2010) Some recent developments in spatial panel data models. Regional Science and Urban Economics 40(5): 255-271.

Zheng, Xinye, Fanghua Li, Shunfeng Song, and Yihua Yu (2014). Central government’s infrastructure investment across Chinese regions: A dynamic spatial panel data approach. China Economic Review

Yu, Yihua, Li Zhang, Fanghua Li, and Xinye Zheng (2012) Strategic interaction and the determinants of public health expenditures in China: A spatial panel perspective. Annals of Regional Science

Yu,Yihua, Li Zhang, Fanghua Li, and Xinye Zheng (2011) On the determinants of public infrastructure spending in Chinese cities: A spatial econometric perspective. Social Science Journal 48(3): 458-467.

第十一部分 非参/半参数(non/semi-parametric)方法

内容:1)介绍非参数估计一般回归方法(核方法、局部多项式回归、正则化方法、正

态均值模型、小波方法等);2)软件操作;3)文献讲解

文献讲解:Chien-Ming Chen (2013) A critique of non-parametric efficiency analysis

in energy economics studies. Energy Economics 38: 146-152.

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Halkos, George and Nickolaos Tzeremes (2013) Carbon dioxide emissions and governance: A nonparametric analysis for the G-20. Energy Economics 40: 110-118.

Gagliardinil, Patrick and Olivier Scaillet (2012) Nonparametric instrumental variable estimation of structural quantile effects. Econometrica 80(4): 1533-1562.

Morana, Claudio (2001) A semiparametric approach to short-term oil price forecasting. Energy Economics 23: 325-338.

第十二部分How to write an empirical paper 内容:介绍学术文章设计、写作问题

参考:Cochrane,

John (2005) Writing tips for Ph.D. students

(http://gsbwww.uchicago.edu/fac/john.cochrane/research/Papers/)

John Creedy. From manuscript to publication: A brief guide for economists (www.unifr.ch/wipol/assets/files/PhD Course/Creedy.pdf)

教材及参考书

1. 《Principles of Econometrics》(第四版,Carter Hill等,邹洋译,东北财经大学出版社)

2. 《Mostly Harmless Econometrics》(Joshua Angrist和Jorn-Steffen Pischke, 普林斯顿大学出版社)

3. 《Microeconometrics:Methods and Applications》(Colin Cameron和Pravin Trivedi, 剑桥大学出版社)

4. 《Introduction to Spatial Econometrics》(James LeSage和Robert Pace著, CRC出版社);《Spatial Econometrics: From Cross-sectional Data to Spatial Panels》(Paul Elhorst著, Springer出版社)

5. 《计量经济学基础》(第五版,古扎拉蒂,中国人民大学出版社);《计量经济学导论》(第四版,Jeffrey Wooldridge著,费剑平译,中国人民大学出版社)

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软件参考书

6. Using Stata for Principles of Econometrics》(第四版,Lee Adkins和Carter Hill,Wiley出版社)

7. 《Microeconometrics Using Stata》(Colin Cameron和Pravin Trivedi, STATA出版社)

(http://jiaowu.ruc.edu.cn/more.php?cid=236)

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