Estimation of Varying-Coefficient Spatial Auto-Regression Panel Model with Random Effects

具有良好可读性和稳健性的变系数模型在各学科领域应用广泛。本文构建了一种新的随机效应变系数空间自回归面板模型,运用截面极大似然估计方法,导出了模型的估计量,证明其具备一致性和渐近正态性,蒙特卡洛模拟研究显示估计量的小样本表现效果良好。Varying coefficient models with superior readability and robustness have been widely used in a variety of research fields. In this paper, it proposes the new varying coefficient spatial autoregrcssive panel model with random effects. By the profile maximum likelihood estimators are constructed, it gets the consistency and asymptotical normality of these estimators. The Monte Carlo simulation shows that the estimators have good performances under finite samples.本文为国家社会科学基金项目“半参数变系数空间自回归模型的理论及应用研究”（16BTJ018）、教育部人文社会科学重点研究基地重大项目“集聚经济下的中国地方政府财税行为研究”（15JJD790029）、教育部人文社会科学项目“空间自回归单指数模型的理论和实践”（13YJA9100002）和福建省自然科学基金项目“几类新的变系数空间白回归模型的估计和应用研究”（2017J01396）的阶段性成果

Spatial Lag Single-index Panel Model with Random Effects

本文构建了随机效应空间滞后单指数面板模型的截面极大似然估计方法,从理论证明和数值模拟两方面分别考察了其估计量的大样本性质和小样本表现。研究结果表明:在大样本条件下,估计量均具有一致性,并且参数估计量具有渐近正态性;在小样本条件下,各估计量依然具有良好的表现,其精度随着样本容量的增加而提高。空间权重矩阵结构的复杂性对空间相关系数的估计量影响较大,但对其他估计量的影响较小。In this paper,a profile maximum likelihood estimation method is constructed for a spatial lag single-index panel model with random effects and the large sample properties and finite sample performances of its estimators are studied by theoretical proofs and numerical simulation respectively.The research results are summarized as follows:( 1) All estimators have consistency and parametric estimators have asymptotic normality under large sample.( 2) All estimators still have good performance under finite sample and their accuracy is improved with the increasing of sample size; the complexity of spatial weighted matrix has remarkable effect on the estimator of spatial correlation coefficient and little effects on the other estimators.教育部人文社会科学项目“空间自回归单指数模型的理论和实践”(13YJA9100002)的部分研究成

我国城乡家庭收入差异影响因素的分位数回归解析

本文利用中国社会综合调查开放数据库(CgSS)中2004年《中国城乡居民生活综合调查》的有关数据,完成了以下研究工作:(A)考察并比较了中国城镇和农村家庭收入的分布特征;(b)对中国城镇和农村家庭收入的影响因素进行分位数回归建模分析,找出了影响不同收入阶层家庭的关键因素;(C)采用分位数分解方法对城乡家庭收入差异进行分解,估算了城乡家庭收入差异影响因素的影响度;(d)针对存在的相关问题,提出了一些解决我国城乡家庭收入差异的政策和建议。教育部人文社科重点研究基地基金项目“我国地区间收入分配差异与劳动力转移的经济增长效应分析”(07JJD790145);人文社科基金研究项目“数据挖掘中关联规则的统计研究和应用”(06JA910003);国家社科重大基金项目“扩大内需的宏观经济政策研究”(08&ZD034)的资

Nonlinearity Analysis of Phillips Curve in China

在对产出缺口进行测算的基础上,本文运用非线性平滑转换回归模型刻画了我国通货膨胀与产出缺口之间的动态非线性关系。研究结果表明:产出缺口对通货膨胀的影响具有典型的非线性特征和非对称性,并且这种影响具有明显的阶段性特征,在1994-1998年和1999-2007年间,线性特征明显;而在1981-1993年和2008年以后,非线性特征明显,且两种特征之间转换频繁。Based on the measurment of output gap,the non-linear smooth transition model is employed to capture the dynamic relationship between output gap and inflation in China.The results show that the influence of Chinese output gap on the inflation rate has the typical non-linear characteristic and the asymmetry;The relationship between them has the obvious gradual characteristic.During 1994 to 1998 and 1999 to 2007,it presented the obvious linear characteristic.However,during 1981 to 1993 and after 2008,the non-linear characteristic is obvious,and the relationship is changing frequently between linearity and non-linearity.国家社科重大基金研究项目“扩大内需的宏观经济政策研究”(08&ZD034);国家社科重点基金研究项目“国家统计数据质量管理研究”(09AZD045); 教育部哲学社会科学研究重大课题攻关项目“中国居民消费价格指数(CPI)的理论与实践研究”(11JZD019)资

Quantile Regression Analysis of Gender Wage Gap in China

本文首先考察了中国健康和营养调查数据库(CHnS)中的有关中国城市男性和女性工资抽样调查数据(1988~2005年)的分布特征;然后,分别应用分位数回归建模和分解方法对中国性别工资状况进行了分析,以期发现在不同时期、不同分位数下,影响性别工资的关键因素、演变过程以及它们对性别工资差异的贡献大小,并提出了解决我国性别工资差异的相关政策和建议。We firstly use some descriptive statistical methods to investigate the distributional characteristics of the related gender wage data from 1988 to 2005 in cities of China,the data set comes from the database of CHNS.Then,we employ approaches of quantile regression modeling and decomposition respectively to do analysis.The research aims on finding the key influential factors of gender wageomd their evolution processes and how big of the contributions of them to gender wage gaps under different quantiles and periods.Finally,some polices and suggestions for solving gender wage gaps in China are proposed.教育部人文社科重点研究基地基金项目“我国地区间收入分配差异与劳动力转移的经济增长效应分析”(07JJD790145);人文社科基金研究项目“数据挖掘中关联规则的统计研究和应用”(06JA910003)的资

Application of SAR Models on Farmer's Income of Inter-provinces and Inter-counties

本文利用各省财政农业人均支出、农村人均用电量作为解释变量,建立了农民人均收入空间自回归(SAR)模型。模型数据分析表明:我国农民人均收入存在明显的空间自相关现象,它反映了省际农民收入存在聚集效应;农民人均收入对财政农业人均支出、农村人均用电量存在明显的空间依赖性;财政农业支出对农民增收产生积极的正面影响,农村用电量是衡量农民收入水平的重要有效指标。考虑到省际间差异可能太大,文章还对福建省67个县市进行了同样的问题研究,并得出了相似的结论。Using the government expenditure for agriculture and rural electricity consumption as explanatory variables,this paper establishes spatial autoregressive models(SAR) for farmer's income per capita.The results indicates the following facts: the phenomena of spatial auto-correlation obviously exist in farmer's income,which shows that inter-provincial farmer's income exists clustering effect;farmer's income has significant spatial dependence on government expenditure for agriculture and rural electricity consumption;government expenditure for agriculture has positive effect on farmer's income and rural electricity consumption is an important index to reflect farmer's income level.Considering the big differences among provinces,the authors even study the same problem for 67 counties of Fujian Province and draws the similar results

基于家庭收入分布的地区基尼系数的测算及其城乡分解

本文利用《中国城乡居民生活综合调查》(2004年)的有关家庭收入抽样调查数据,首次考察发现全国和各地区城乡家庭人均收入的对数服从由PArETO分布、正态分布和指数分布构成的混合分布。与通常的利用分组数据计算基尼系数不同,本文综合了全部抽样家庭的人均收入信息,应用分布函数法对全国、各省(市、自治区)以及东、中、西部地区的城镇基尼系数、农村基尼系数和城乡混合基尼系数进行了测算,进一步对城乡混合基尼系数进行城乡分解,得到了城镇和农村内部收入差距以及城乡收入差距对混合基尼系数的贡献大小。研究结果对有关政府部门制定相关的居民收入分配政策提供了依据。国家社科重大基金研究项目“扩大内需的宏观经济政策研究”(08&ZD034);教育部人文社科重点研究基地基金项目“我国地区间收入分配差异与劳动力转移的经济增长效应分析”(07JJD790145);福建省社会科学规划研究项目“我国城乡收入差异问题研究”(2009b051)的资

Testing Spatial Correlation in Semi-parametric Varying Coefficient Regression Models

本文对半参数变系数回归模型,构造了新的空间相关性检验统计量,利用三阶矩χ2逼近方法导出了其检验P-值的近似计算公式,蒙特卡罗模拟结果表明,该统计量在检测空间相关性方面具有较高的准确性和可靠性。同时考察了误差项服从不同分布时的检验功效,体现出该检验方法的稳健性。进一步,我们还给出了检验统计量的bOOTSTrAP方法以及检验水平的模拟效果。Based on the semi-parametric varying coefficient regression model,a new testing statistic for spatial correlation is constructed.The corresponding approximation of p-value is derived by employing the third-moment χ2method.The Monte Carlo simulation studies show that the proposed testing statistic has good accuracy and reliability.Meanwhile,we investigate the simulation results of testing powers for different error terms,which show that the testing method has high robustness.Furthermore,the bootstrap method and simulation results for the testing statistic are given.教育部人文社会科学项目“空间自回归单指数模型的理论和实践”(13YJA9100002)的阶段性成

Empirical Analysis on Impacts of Migration with and without Hukou Change on China's Provincial Economy

在对近十年来我国人口迁移和流动的时空演变格局进行初步考察的基础上,文章利用面板数据的变系数模型分别实证考察了人口迁移和流动对我国各地区(省域)经济的影响。结果发现:(1)我国各地区间人口迁移相对平稳,而人口流动在2000年以后呈现出持续快速增长的态势,且空间流向极不均衡;(2)人口的迁移和流动对中国整体经济来说是一个帕累托改进;(3)户籍制度对于发达地区起到了人才沙漏的作用;(4)对于中部的绝大部分地区以及西部的一些人口输出大省,伴随人口迁出而引起的人力资本流失对当地经济的负面影响开始凸显出来,人口流出虽然基本出现一个正面影响,但对本地经济发展的贡献并不如我们预想的那么明显。Based on the preliminary investigation of spatial and temporal patterns of migration with and without hukou(i.e.,the household registration system)change and drawing on panel data in the past ten years,this paper uses random coefficient models to examine the impacts of migration on provincial economy growth in China.Analytical results show that:(a) migrations with hukou change across regions have been relatively stable,while migration without hukou change has increased rapidly and continuously since 2000 with extreme disparities across provinces;(b) the migration and mobility of the population is a Pareto improvement for China's overall economy;(c) hukou in developed areas plays a role as the hourglass;(d) for most central provinces and some western provinces with large-size of out-migration,the negative impact of the loss of human capital due to large-scale out-migration on local economy began to come out;although out-migration has in general a positive impact,its contribution to local economic development is not as obvious as we expected.教育部人文社科重点研究基地基金项目“我国地区间收入分配差异与劳动力转移的经济增长效应分析”(07JJD790145);国家社科重大基金研究项目“扩大内需的宏观经济政策研究”(08&ZD034)的资

政府消费、居民消费与经济增长关系的非参数模型分析

本文利用1990~2010年的省际面板数据构建了非参数面板数据模型,刻画了政府消费、居民消费与经济增长关系的动态演进趋势,并得出相关结论。国家社科基金青年研究项目《我国收入差距现状和趋势研究》(11CJY024); 教育部哲学社会科学研究重大课题攻关项目《中国居民消费价格指数的理论与实践研究》(11JZD019