通过最大化空间滞后项与残差的相关系数,提出了空间面板滞后模型中权重矩阵的选取方法,并与2SLSCWB方法进行了对比,模拟和实例表明该方法效果很好.
This paper proposes an algorithm to deal with selection issue of a spatial weight matrix in spatial panel lag models.Comparison with CWB method raised by Kostov through simulations and real cases proves that this method works well.