技术扩散和经济增长_一个空间计量模型研究

100872MRW。RWM31。MRWF224．0A1005－130920118－0042－0122011－07－08①3R———。、、。。Solow1956、。Verdoorn1949Kaldor1966VerdoornVerdoorn。Bernat1996FingletonMcCombie1998Leon－Ledesma2000Pons－NovellViladecans－Marsal1999Verdoorn。。。NelsonPheles1996①。Lucas1988Lucas。Romer19861990AgionHowitt1992—24—··20118。2010“”“”“”。Segerstorm、AnantDinapouls1990“”GrossmanHelpman1991BarroSala－i－martin1997。。Minkiw、RomerWeil1992MRWSolow。①MRW。MRW。Islam1995MRW。①②。MRWMWR。。Anselin1998。MartinOttoviano2001。Keller2002“”。Conleyligon2002Erteret2006Morenotrehan1997。2006β。2009。。MRW。。、MRW—34—20118··①。MRWSolow－swan“”。①MWR—Yit=AitKαitLβit1α+β=1YitiKitiLiti。ErturKoch2007iAit=ctkdit∏Nj≠iAγwijjt22tt=0eεμitcμiErturKoch2007ε。②0＜d＜1d。Romer1986。Romer。20098008001250。ijγ。0＜γ＜1wijj0＜wij＜1i=jwij。wij∑Nj≠iwij=1。wiji。c。2A=cΦ+dK+γWA3ANKNWwijN*N。3A—44—··20118①②MRW。。Jones1995Segerstorm19982011。A=I－γW－1c+dI－γW－1k4Ait=c11－γkd∑∞r=1γrwrijit551Ait=c11－γtkα+d1+∑∞r=1γrwr()ijt∏Nj≠ikd∑∞r=1γrwrijj6wrijWijrd=06yit=c11－γkai77Ak。Jones1995Segerstorm1998Yong19982010。。kt=siyit－ni+δkit8siyittnittkittδ。8ni+gni+δ+g。8kit=siyitni+δ969kit=c11－r1－a+d1+∑∞r=1γrwr()[]()ijtsini+()δ1－a+d1+∑∞r=1γrwr()[]ij∏Nj≠ik1－a+d1+∑∞r=1γrwr()[]ija+d1+∑∞r=1γrwr()[]ijjt1010ikitkitji1Y=A+aK11113Y=+a+dk－aγWk+γWy12i－i—54—20118··lnyit=lnt+a+dlnyisini+δ－aγ∑Nj≠iwijlnyjsjnj+δ+γ∑Nj≠iwijlnyj1313lnyit=εμit1－a－dln0+a+d1－a－dlnsi－a+d1－a－dlnni+δ－aγ1－a－d∑Nj≠iwijlnsj+aγi－a－d∑Nj≠iwijlnnj+δ+γ1－a1－a－d∑Nj≠iwijlnyjt+11－a－dlnc1414MWRMRWMWRMWRiyiμi。。iyij。14j－aγi－a－dηis=－ηin=a+d1－a－d+d1－a1－a－d∑∞r=1wriiγ1－a1()－a－dr15ηis=－ηin=d1－a1－a－d∑∞r=1wriiγ1－a1()－a－dr1614sjiyijyjyjiyi。。MRW。、Anselin1998。Wy①Eεiεj≠0SpatialLagModelSpatialErrorModel。SLM—64—··20118①W。y=ρWy+Xβ+ε17ρεX。Wyεεi．i．dy=I－Wy－1Xβ+I－Wy－1ε18OLSSLM。SEMy=xβ+εε=λWε+μ1919y=λWy+Xβ－λWXβ+ε20WX。Ord1975ML。1719εiμiy。N*NI－λW①lnL=－N/2ln2π－N/2lnσ2+ln|I－λW|－1/2σ2y－Xβ'I－λW'I－λWy－Xβ2121βσ2^βML=X－λWX'X－λWX－1X－λWXy－λWy22^σ2ML=e－λWe'e－λWe/N23e=y－X^βML。^βML=X'X－1X'y－λWy24^β0=X'XX'ye0=y－X^β0^βL=X'X－1X'WyeL=Y－X^βL^βML=^β0－ρ^βL25^σML=e0－ρeL'e0－ρeL/N26。MoranIMoranzIMaranI=∑Ni－1∑Nj=1wijxi－珋xxj－珋xS2∑Ni=1∑Nj=1wij26S2=1N∑Ni=1xi－珋x珋x=1N∑Ni=1xiWijN—74—20118··①Anselin1999。。Wijwijw*ij=0i=jd－2ij{dijij。①MoranI－1100。MoranIGearyCC=N－1∑Ni=1∑Nj=1wijxi－xj22∑Ni=1∑Nj=1wij∑Ni=1xi－珋x2CGeary。C02111。MoranIGearyC。MRWMRW。3131。19902009199719982009。μi2007s20．n20。Y/L20GDP。HallJones1999Yong2000δ6%。WWx。、MoranIGearyC31yusn1。1Moran＇sI/Geary＇sc|I/cEI/EcsdI/sdcz/zp－value/p－value*y|0．396/0．655－0．033/1．0000．089/0．0984．828/－3．5100．000/0．000u|0．259/0．648－0．033/1．0000．088/0．1003．319/－3．5150．001/0．000n|0．088/0．740－0．033/1．0000．083/0．1101．459/－2．3600．144/0．018s|0．136/0．722－0．033/1．0000．088/0．1001．915/－2．7770．046/0．005—84—··20118①dij=r×cos－1cos|longi－longj|conlaticosj+sinlati+sinlatjrlatlong。1uMoran0．25590Geary0．6481u1%。31。。。。MoranI5%。MoranMoranzWzzWz。zWzW。z。moranIi。HHLLLHHL。Moran＇sI11HH。。。Moran＇I250。212HH。3LHLL。—94—20118··2。。。SLMSEM。14lnyit=β0+β1μi+β2lnsi+β3lnni+δ+τ1∑Nj≠iwijlnsj+τ2∑Nj≠iwijlnnj+δ+ρ∑Nj≠iwijlnyjt+ζi15β0=lncβ1=εt1－a－dln0β2=－β3=a+d1－a－dτ1=－τ2=－aγ1－a－dζi。。OLSMRWMRW2MRWSLMSEM16．66723－1．569065－13．952950．0000．08710．002μi1．1062811．5415490．0800．000lnsi0．363362－0．18862051．1131830．5020．6410．022lnni+δ－3．296295－0．44630740．60142090．0230．7040．576Wlnsj0．65386251．9312050．0490．0939889—05—··20118MRWSLMSEMWlnnj+δ1．6392231．8555620．6610．453Wlnyi15．1082．41．6581190．0000．000R－suqared0．14380．5030．571F2283．52Loglikelihood23．2122．5185209Waldtestoflambda=0chi21=131．34chi21=49．180．0000．000。2OLS14．38%F3．5210%。。MRW。。2OLS57．1%50．3%5%1%OLS。SLMSEMSEMSLMSEMSLM。i。ii。e1．5415491%1．11%1%i1．93%1%i1．9%。i。、。。—15—20118··、、。。MRW。。。。□1．．－J．＜＞200941549－1556．2．、、．J．2004546－53．3．．J．200612101－108．4．、、．1952—2000J．20041035－44．5．、．、J．2011．6．AghionP．andP．howitt．AModelofGrowthThroughCreativeDestruction．EconometricJ．199260323－351．7．AnselinL．SpatialEcomometricMethodsandModel．KluwerAcedemicDordrechtM．8．AnselinL．SpatialEcomometricJ．1999WORKINGPAPER．9．BarroRobertJ．andXavierSala－i－Martin．TechnologyDiffusionConvergenceandGrowthJ．JournalofEco-nomicGrowth199711－2610．BarroRobertJ．andXavierSala－i－Martin．EconomicGrowthM．2004MITPresscambridge．MA．11．BarroRobertJ．HumanCaptialandGrowthJ．AmericanEconomicReview19979112－17．12．ConleyTGandLigonE．EconomicDistanceandCross－contrySpilloverJ．JournalofEconomicGrowth．200239859－897．13．ErturandKoch．GrowthTechnologalInterdependenceandSpatialExternalitiesTheoryandEvidenceJ．JournalofAppliedEconometrics2007221033－1062．14．FingletonBernardandMcCombie．IncreasingReurnsandEconomicGrowthSomeEvidenceforManufacturingFromTheEuropeanUnionRegionsJ．OxfordEconomicPapers19985089－105．15．Fingleton．EquilibriumandEconomicGrowthSpatialEconometricModelsandSimulationsJ．JournalofRegionalScience200141117－147．16．GrossmanGeneM．andHelpmanElhanan．QualityLaddersintheTheoryofGrowthReviewofEconomicStud-iesJ．19915843－61．17．Howwit．EndogenousGrowthandCross－ContryIncomedifferencesJAmericanEconomicReview200090829－846．18．IslamN．GrowthEmpiricsaPanelDataApproachJ．QuarterlyJournalofEconomics19951101127－1170．19．MankiwDaivdRomerDaivdN．Weil．AContributiontoTheEmpiricsofEconomicGrowthJ．QuarterlyJournalofEconomi