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起讫点流量空间自回归模型的极大似然估计AI 解读

We introduce a spatial autoregressive hurdle model for nonnegative origin–destination flows yN,ij. The model incorporates a hurdle formulation to elucidate the different data-generating processes for zero and positive flows. Our model specifies three types of spatial influences on flow yN,ij that quantify the impact of third-party characteristics on the flow yN,ij: (i) the effect of outflows from origin j, (ii) the effect of inflows to destination i, and (iii) the effect of…

具有跨期优化的空间动态模型：设定与估计AI 解读

In this paper, we introduce a dynamic spatial interaction econometric model. There are n forward-looking agents of whom each has a parametric linear-quadratic payoff, and they interact with their neighbors through a spatial network. Considering a Markov perfect equilibrium (MPE), we derive a unique Nash equilibrium equation and construct a new spatial dynamic panel data (SDPD) model. For estimation, we suggest mainly the quasi-maximum likelihood (QML) method. Asymptotic…