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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
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2015-10-13
Mostly pointless spatial econometrics?

基本无用的空间计量经济学?

有没有让你联想到《基本无害的计量经济学》

这篇文章针对空间计量的识别问题进行深层次的讨论。
近些年来对空间计量的批评之声日益增多。空间计量自从从被提出以来,其理论体系在Anselin、LeSage、Elhorst、还有中国的lee lung-fei等大牛的努力下越来越完善,而近些年来开始有人对空间计量提出质疑,其中公认的最大问题:识别与因果推断。另外,内生性、估计偏误、异方差、空间断点、四种谬误(length fallacy、location fallacy、atomic fallacy、ecological fallacy)等等问题也是目前空间计量前沿解决的重点。


Abstract
We argue that identification problems bedevil most applied spatial research. Spatial
econometrics solves these problems by deriving estimators assuming that functional forms
are known and by using model comparison techniques to let the data choose between
competing specifications. We argue that in most situations of interest this, at best, achieves
only very weak identification. Worse, in most cases, such an approach will simply be
uninformative about the economic processes at work rendering much applied spatial
econometric research ‘pointless’, unless the main aim is simply description of the data. We
advocate an alternative approach based on the ‘experimental paradigm’ which puts issues of
identification and causality at centre stage.




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