謝謝了,很好的資料

Spatial Econometric Analysis Using GAUSS

Prof. Kuan-Pin Lin
Portland State University
Portland, Oregon 97207, USA

Course SyllabusThis course covers the basic and recent development of spatial econometrics. The focus is on the practical applications of spatial econometric analysis using GAUSS. Course Topics

• Introduction to Spatial Econometric Analysis
  • Nonparametric Treatment of Spatial Dependence
  • Parametric Representation of Spatial Dependence
• Using GAUSS
  • GAUSS Basic
  • GAUSS Programming
  • Using GPE2
• Spatial Weights Matrix
  • Spatial Contiguity Weights Matrix
  • Distance-Based Spatial Weights Matrix
• Spatial Linear Econometric Models: Introduction
  • Spatial Exogenous Variable Models
  • Spatial Autoregressive Models
  • Spatial Error Component Models
• Hypothesis Testing of Spatial Dependence
  • Test for Spatial Heterogeneity
  • Test for Spatial Autocorrelation
• Spatial Econometric Model Estimation: Spatial Lag Model
  • Least Squares: OLS, IV/2SLS
  • Generalized Method of Moments: GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Econometric Model Estimation: Spatial Error Model
  • Generalized Method of Moments: GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Econometric Model Estimation: Spatial Lag and Error Model
  • Generalized Least Squares and Generalized Method of Moments: GLS/GMM
  • Quasi-Maximum Likelihood: QML
• Spatial Model Extensions and Applications
  • Spatial Geographically Weighted Regression
  • Spatial Limited Dependent Variable Models
  • Spatial Prediction
• Panel Data Analysis: A Review
  • Fixed Effects Model: Hypothesis Testing and Model Estimation
  • Random Effects Model: Hypothesis Testing and Model Estimation
• Spatial Panel Data Analysis I
  • Model Representation
  • Hypothesis Testing
• Spatial Panel Data Analysis II
  • Model Estimation: Maximum Likelihood
  • Model Estimation: GLS/GMM

Texts and ReferencesSelected book chapters and journal articles to be provided in the lectures. Software and Manual

• GAUSS 10.0 for Windows Student Version, Aptech Systems, 2010. Academic and professional versions of GAUSS for Windows are also available from Aptech.
• GPE2 (GAUSS Programming for Econometricians and Financial Analysts) for GAUSS, included in Computational Econometrics. Free download of GPE2 for GAUSS and GAUSS Light are available here for registered students only.

Homework

• Construct and explain the U.S. spatial contiguity matrix for 48 states and 3109 counties, respectively.
• Read Ertur and Kosh (Journal of Applied Econometrics, 2006). Duplicate their empirical results as close as possible.

Copyright© Kuan-Pin Lin (Last updated: 10/12/10)

Index of /~crkl/WISE/SEAUG

	Name	Last modified	Size	Description
	Parent Directory		-
	SEAUG1.ppt	07-Nov-2010 07:33	1.3M
	SEAUG2.ppt	07-Nov-2010 07:33	307K
	SEAUG3.ppt	08-Nov-2010 21:22	669K
	SEAUG4.ppt	08-Nov-2010 21:22	529K
	SEAUG5.ppt	14-Nov-2010 19:22	574K
	SEAUG6.ppt	14-Nov-2010 19:22	606K
	SEAUG7.ppt	14-Nov-2010 19:23	436K
	SEAUG8.ppt	17-Nov-2010 00:33	680K
	SEAUG9.ppt	17-Nov-2010 00:33	701K
	SEAUG10.ppt	18-Nov-2010 01:00	1.0M
	SEAUG11.ppt	29-Sep-2010 12:02	385K
	USA_states.gif	29-Sep-2010 12:03	26K
	asselin_map.jpg	29-Sep-2010 12:02	202K
	china_provinces.png	07-Nov-2010 07:32	90K
	data/	29-Sep-2010 12:04	-
	examples/	29-Sep-2010 12:05	-
	papers/	29-Sep-2010 12:06	-
	update/	29-Sep-2010 12:06	-

谢谢版主提供链接！

3# lixiaosheng393 我用的gauss 9.0，现附上程序包gpe-90.zip