半参数横截面空间滞后模型的工具变量估计及应用

研究了一种半参数横截面空间滞后模型的工具变量估计方法,证明了模型估计的大样本性质,参数分量估计渐近正态分布且收敛速度为n,非参数分量估计在内点处渐近正态分布,其收敛速度是最优收敛速度.利用该模型进行环境规制和R&D投资溢出对中国区域技术进步影响的实证研究.结果表明:1)当前各地区R&D投资和技术创新存在很强的空间溢出效应,R&D投资及其空间溢出对我国区域技术创新能力具有较明显的提升作用; 2)不同的环境规制对各区域技术创新所产生的影响程度有差异,较低的环境规制程度对技术创新有明显抑制作用,较高的环境规制对技术创新却有显著促进作用,特别在中部环境污染较严重地区作用尤为明显.而对于大部分存在温和环境规制的地区(福建、广东等),环境规制对技术创新的影响较低,需进一步提高环境规制力度.

The Instrumental Variable Estimation and Its Application for Semi-Parametric Spatial Lag Econometric Model with Cross Section Data

The instrumental variable estimation method for semi-parametric spatial lag econometric model with cross section data is presented.The results show that the estimators of the parameters have the asymptotic normality,and their convergence rates are equal to p>-1/2.And the estimator of the nonparametric function has the asymptotic normality in interior points and its rate of convergence is equal to the optimal convergence rate of the nonparametric function estimation.Use this model to research how the spatial spillover effects of the R&D investment and environmental regulation have an effect on technological innovation.The results are as follows.1)The development of R&D investment and its spatial spillover effects promote china regional technological innovation.2)Environmental regulation has different effects on technological innovation in different regions.Low environmental regulation restrains the development of technological innovation,and high environmental regulation promotes the development of technological innovation.Especially in the central area of china where environmental pollution is serious the effect is particularly evident.For most areas like Fujian and Guangdong where environmental regulation is moderate,environmental regulation has less impact on technological innovation.These areas need to further enhance the intensity environmental regulation.