范巧,兰州大学经济学院博士研究生,副教授、硕士生导师,研究方向为区域与城市经济发展战略,Texas Tech University 、中国人民大学访问学者;重庆市数量经济学会理事、重庆市商务委评标专家;在经济科学出版社等出版专著 3 部,在《数量经济技术经济研究》、Applied Mathematics and Nonlinear Sciences 等发表学术论文 40 余篇,主持纵向科研项目十余项;「小范空间计量工作室」公众号创办人。
3. 课程详情 (Part A)
3.1 课程介绍
Part A 将通过为期两天的讲解,帮助学员们了解并掌握空间相关性的产生缘由、基本的空间计量模型的设定、估计以及相应的实证应用。
具体而言,我们将回顾各类空间计量模型的由来、发展及演变历程。不仅会介绍不同空间模型的设定及其相应的估计方法,也将讨论使用这些模型的设定思想和结果的经济含义解读。课程的关注重点在于空间计量模型的应用,我们将利用经典文献的数据集对不同的空间计量模型进行演示,并提供分析结果所使用的 Stata+Matlab 程序,以便学员们能够这些方法迁移到自己的论文中。应用思路的扩展也很重要,为此,我们还会结合最新 Top 期刊文献,介绍空间计量模型的各类拓展,及其在金融、国际贸易、环境经济学、财政以及区域经济学等领域中的应用,以启发大家找到合适的论文选题。
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Part B 将通过为期两天的讲解,帮助学员了解并掌握动态面板空间计量模型、空间双重差分模型、空间局部分析模型、时空地理加权回归模型及其 MATLAB 软件实现。具体来说,我们将回顾面板数据空间计量模型的一般建模范式,并在此基础上阐释动态和非平稳空间面板模型的建模框架;我们还将纳入空间双重差分模型,解析纳入空间因素后政策评价模型的演化,并阐释其平行趋势和安慰剂检验等特定问题;同时,一些最新的局部分析模型也将被纳入课程,包括地理加权主成分分析、空间滤波模型、适应面板数据的时空地理加权回归模型等,以解析解释变量参数的空间漂移性。本课程将嵌入主讲嘉宾近期的理论研究成果,并提供完整的、简洁的 MATLAB 工具箱及各种模型代码,方便学员建模使用。此外,课程所有代码将由主讲嘉宾重新调试和审定。
各个专题的具体介绍如下:
第 5 讲 首先回顾静态面板数据空间计量模型的建模范式,包括模型设定、参数估计、模型优选及参数效应分解等;随后介绍动态面板空间计量模型的基本设定,并结合动态 SDM 面板空间模型、动态 SEM 面板空间模型,阐释动态面板空间计量模型的建模框架;最后,还将讨论动态面板空间计量模型的非平稳性及其误差修正模型。
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