搜索结果: 1-14 共查到“理论经济学 Panel Data”相关记录14条 . 查询时间(0.093 秒)
Panel data models with spatially correlated error components
Panel data model Spatial model Error component model
2015/9/24
In this paper we consider a panel data model with error components that are both spatially andtime-wise correlated. The model blends specifications typically considered in the spatial literaturewith t...
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
semiparametric dynamic NPGMM consistency asymptotic
2011/4/2
We suggest using a class of semiparametric dynamic panel data models to capture
individual variations in panel data. The model assumes linearity in some
continuous/discrete variables that can be exo...
A Panel Data Approach for Program Evaluation — Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China
panel data factor model cross-sectional dependence program evaluation ARMA models
2011/4/1
We propose a simple to implement panel data method to evaluate the impacts of social policy. The basic idea is to exploit the dependence among cross-sectional units to construct the counterfactuals.
运用面板数据模型考察了R&D、制度、工资对我国出口影响的区域差异，实证结果显示，R&D、制度和工资对东、中、西部地区外贸出口的作用模式存在着显著差异。最后提出建议，针对东、中、西部地区外贸出口的变量影响差异，应结合区域实情、因地制宜、合作互动，促进东、中、西部地区外贸出口的协调发展。
Complementarity between private and public investment in R&D: A Dynamic Panel Data analysis
investment Technology Spillovers Complementarities Economic growth Dynamic Panel Data
2010/11/1
This paper investigates the relationship between private and public investment in R&D, while taking into account the effect of several instruments policies such as subsidies and taxes.
HETEROSKEDASTICITY-ROBUST STANDARD ERRORS FOR FIXED EFFECTS PANEL DATA REGRESSION
White standard errors longitudinal data clustered standard errors
2014/3/18
The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees-of-freedom adjustment), applied to the fixed-effects estimator for p...
中国城镇居民消费函数的变系数Panel Data模型
2008/1/9
内容提要本文研究了Panel Data模型的正确设定与识别问题，并利用变系数和变截距Panel Data模型建立了我国城镇居民消费函数，根据模型分析了收入差异对城镇居民消费结构变化的影响。关键词 Panel Data模型 模型识别 消费结构
【摘要】本文将工业分为高技术产业和传统产业两个部门，应用Feder模型研究发现：高技术产业产出通过与传统工业部门的弹性关系而影响其增长，进而影响整个工业的增长。对我国的数据检验表明：高技术产业对我国工业的直接带动和溢出效应都很显著，直接带动率为18%；溢出效应为2.2%；高技术产业的平均要素边际产出较传统工业的平均要素边际产出高出21.9%。研究也表明，我国...
Panel Data模型设定的新思路——固定效应与随机效应的统一
2007/8/7
【摘要】经典Panel Data模型研究中一直存在着固定效应与随机效应的判断与争论问题，这种模型设定形式的不准确常常导致模型参数估计的无效性以及一维(one—way)与二维(two～way)误差成分模型的混淆。在此，本文提出建立一种新的同时囊括随机与固定两种效应的误差成分一般模型，其中一维(on}way)情况的模型仅为二维(two～way)模型的特例模型，单...
[摘要] 目前我国已成为全球FDI最具吸引力的国家，但FDI(Foreign DirectInvestment)在我国东部、中部和西部的分布极不均衡。本文采用Panel Data分析方法，选取1986～2003年全国各省份的历史统计数据，分别建立各时期东部、中部及西部地区的Panel Data模型，对相应可能影响FDI区位差异的影响因素进行实证分析，旨在为我国决策各地区引进FDI提供参考。 ...
汇率波动与国家经济开放度--基于Panel-data的实证研究
2007/8/7
摘要：本文采用Panel-data模型方法，对15个国家1993－2002年汇率波动与衡量经济开放度层次的三个指标——国际贸易、直接投资、资本流动——之间的关系进行了分析，研究发现：汇率的波动与一国经济开放度有较强的相关性；一国经济开放度的提高从长期 看会有助于减缓汇率波动。具体来讲，对汇率形成持久影响的是实体经济因素；随着一国经济开放程度的提高，汇率的波动...
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
Local linear fitting generalized method of moments instrumental variables panel data varying coefficient model
2011/4/6
We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continu ous/discrete variables which can be exo...
Semiparametric Estimation of a Nonstationary Panel Data Transformation Model under Symmetry
Panel Data Transformation Model Nonstationarity Fixed-effects model Maximum Rank Correlation Estimator
2010/7/2
This paper considers semiparametric estimation of a nonstationary transformation model with panel data. While nonstationarity is a common phenomenon in applied research, one of the drawbacks of most e...
Panel Data Analysis - Advantages and Challenges
Panel data Longitudinal data Unobserved heterogeneity Random effects Fixed effects
2011/4/6
We explain the proliferation of panel data studies in terms of (i) data availability, (ii)
the more heightened capacity for modeling the complexity of human behavior than a single
cross-section or t...