空间计量经济模型的经验似然研究进展  

Review on Empirical Likelihood for Spatial Econometric Models

作　　者：秦永松 雷庆祝 QIN Yongsong;LEI Qingzhu(School of Mathematics and Statistics,Guangxi Normal University,Guilin Guangxi 541006,China)

机构地区：[1]广西师范大学数学与统计学院,广西桂林541006

出　　处：《广西师范大学学报（自然科学版）》2022年第5期138-149,共12页Journal of Guangxi Normal University:Natural Science Edition

基　　金：国家自然科学基金(12061017,12161009);广西研究生创新计划(YCSW2021073)。

摘　　要：空间数据几乎在社会各个领域出现,有广泛的应用前景,研究其统计推断(含模型参数的估计和检验)有重要的理论意义和实用价值。本文简要介绍一些常见的空间计量经济模型以及除经验似然方法外的空间计量经济模型研究进展,详细介绍经验似然的背景及空间计量经济模型的经验似然研究进展。Spatial econometric data appear in almost all fields of society and have a wide application prospect.The study of the statistical inference for spatia econometric models(including the estimation and test of model parameters)has important theoretical significance and practical value.In this paper,some common spatial econometric models are briefly introduced,a brief review on the research progress of spatial econometric models except the empirical likelihood method is provided,and the background of the empirical likelihood and the research progress of the empirical likelihood for spatial econometric models are provided in detail.

关 键 词：空间模型 鞅差序列 经验似然 综述 

分 类 号：O212.7[理学—概率论与数理统计]