中部六省地级市区金融发展与经济增长的空间面板分析  

An Spatial Panel Data Analysis on Regional Financial Development and Economy Growth Based on Prefecture-level City Data of Six Provinces in Central China

作　　者：吴拥政[1,2] 颜日初[1] 

机构地区：[1]中南财经政法大学统计学系,湖北武汉430060 [2]湖南师范大学数计学院,湖南长沙410081

出　　处：《统计与信息论坛》2009年第3期63-71,共9页Journal of Statistics and Information

摘　　要：面板数据模型从基本形式拓展到空间面板数据模型,体现了时空特征整合的经济计量建模发展方向。从数据生成过程的时空依赖特征来看,结合传统的统计模型、空间统计模型与空间面板数据模型能够挖掘更加全面的数据信息,揭示经济金融活动的空间自相关性与空间集群性。基于地级市区数据的空间统计与计量经济分析结果表明:中部六省的金融发展与经济增长的空间依赖关系是统计显著的,并为深入进行整合时空特征的区域金融与经济增长关系的统计与计量建模分析提供了有利的证据支持。The expansion of panel data model from the basal one to dynamic and spatial autocorrelation one reflects a direction of econometrics modeling development based in light of the integration space - time dependence characteristic. In the sense of the space - time dependence characteristic of data generating procedure, combining with classical statistical models, spatial statistical models and spatial penal data models can get more comprehensive data information, and show considered spatial autoeorrelation and spatial cluster characteristic of financial and economic activities. A spatial statistical and econometrical empirical analysis based on prefecture- level city Data indicates that the dependence relationship of financial development and economy growth of six provinces in central China is statistically significant. The empirical analysis results can advantageously support statistical and econometrics modeling based on the integration of space - time dependence characteristic of relationship between regional financial development and economy growth.

关 键 词：中部六省 金融发展 经济增长 空间统计 空间计量 

分 类 号：F224.0[经济管理—国民经济]