Three-dimensional Panel Data SUR Spatial Econometric Model Estimation

摘要

By combining SUR panel data model theory with spatial econometric analysis, we propose a three-dimensional panel data SUR spatial econometric model in which both of spatial correlation between individual and time-related are considered. In the paper we study the three-dimensional panel data SUR spatial econometric model estimation methods, and separately examine the 3SLS estimation steps of the three-dimensional panel data spatial lag SUR model and three-dimensional panel data spatial error SUR model. Estimation methods for various kinds of reformulated models are presented. The aim of this paper is to provide a programming basis for the empirical study.