一个空间随机边界模型，包括边界和基于误差的空间截面依赖

IF 1.5 3区经济学 Q2 ECONOMICS

Spatial Economic Analysis Pub Date : 2022-07-26 DOI:10.1080/17421772.2022.2097729

Federica Galli

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引用次数: 2

摘要

随机前沿模型的空间依赖性通常是通过引入一些空间分量对前沿函数或无效误差项进行建模来处理的。本文提出的模型(SDF-CSD)结合了两种不同的建模方法，获得了一个完整的综合规范，该规范引入了四种不同的空间横截面依赖性来源。该模型最吸引人的特点是，它允许捕捉全球和局部空间溢出效应，同时控制与企业效率相关的空间相关性和未观察到的但空间相关的变量。此外，它可以使用最大似然技术进行估计。最后，进行了蒙特卡罗模拟，以测试新空间估计器的最终样本特性，并提供了在意大利农业部门的应用。

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A spatial stochastic frontier model including both frontier and error-based spatial cross-sectional dependence

ABSTRACT Spatial dependence in stochastic frontier models is usually handled by modelling the frontier function or the inefficiency error term through the introduction of some spatial components. The model proposed in this paper (SDF-CSD) combines the two different modelling approaches, obtaining a full comprehensive specification that introduces four different sources of spatial cross-sectional dependence. The most appealing feature of the model is that it allows capturing global and local spatial spillover effects while controlling for spatial correlation related to firms’ efficiency and to unobserved but spatially correlated variables. Moreover, it can be estimated using maximum likelihood techniques. Finally, some Monte Carlo simulations were run to test the final sample properties of the new spatial estimator and an application to the Italian agricultural sector is provided.

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来源期刊

Spatial Economic Analysis ECONOMICS-

CiteScore

5.40

自引率

21.70%

发文量

期刊介绍： Spatial Economic Analysis is a pioneering economics journal dedicated to the development of theory and methods in spatial economics, published by two of the world"s leading learned societies in the analysis of spatial economics, the Regional Studies Association and the British and Irish Section of the Regional Science Association International. A spatial perspective has become increasingly relevant to our understanding of economic phenomena, both on the global scale and at the scale of cities and regions. The growth in international trade, the opening up of emerging markets, the restructuring of the world economy along regional lines, and overall strategic and political significance of globalization, have re-emphasised the importance of geographical analysis.