Title

生產率增長測算的工具變數法

Translated Titles

Instrument Variable Method for Productivity Growth Measurement

DOI

10.6704/JMSSD.2009.6.3.7

Authors

金劍(Jian Jin)

Key Words

生產率增長 ; 工具變數法 ; 測算 ; productivity growth ; instrument variable method ; measurement

PublicationName

管理科學與統計決策

Volume or Term/Year and Month of Publication

6卷3期(2009 / 09 / 01)

Page #

7 - 13

Content Language

繁體中文

Chinese Abstract

工具變數法是生產率增長測算的經濟計量學方法中唯一可以解決解釋變數內生問題的方法。該方法的主要問題在於較難尋找到合適的工具變數。如果工具變數的運用恰當,即使模型中存在內生解釋變數,工具變數法也可以給出模型參數的一致估計。關於工具變數法測算生產率增長的研究開始較晚,相關的理論發展還不太成熟,這在一定程度上影響了方法的推廣與應用。

English Abstract

Among all the econometric methods for productivity growth measurement, instrument variable is the only one that can be used to solve endogenous explanatory variable problems. The main difficult of this method is to search for a suitable instrument. If instrument variables are appropriately chosen, researchers may draw a consistent estimate of purpose model. Because study of instrument variable method for productivity growth measurement began only two decades years ago, and the theory is not so mature, this method has not been applied to spread practice

Topic Category 基礎與應用科學 > 統計
社會科學 > 管理學
Reference
  1. Anderson T W,C Hsiao(1982).Formulation and Estimation of Dynamic Models using. Panel Data.Journal of Econometrics,18,47-82.
  2. Andreas Behr(2003).A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function.Discussion paper.
  3. Arellano M.,Bond S(1991).Some Tests of Specification for Panel Data: Monte Carlo. Evidence and an Application to Employment equations.Review of Economic Studies,58,277-297.
  4. Blundell R W,S R Bond(2000).GMM Estimation with Persistent Panel Data: An Application to Production Functions.Econometric Reviews,19(3),321-340.
  5. Blundell R W,S R Bond(1998).Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.Journal of Econometrics,87,115-143.
  6. Dufour J M,Kiviet J F(1995).Cahiers de recherche 9549.Universite de Montreal, Departement de sciences economiques.
  7. Dufour J M,Kiviet, J F(1995).Cahiers de recherche 9548.Universite de Montreal, Departement de sciences economiques.
  8. Hansen Jörgen,Lofstrom Magnus(2001).IZA Discussion Papers 360.Institute for the Study of Labor (IZA).
  9. Hsiao Cheng(1986).Analysis of Panel Data.New York&Cambridge University Press.
  10. Judson, R.,A. Owen(1999).Estimating Dynamic Panel Data Models: A Guide For Macroeconomists.Economic Letters,65,9-15.
  11. 王奇生(2002)。最佳工具變數估計量。南華大學學報,12
  12. 金劍、蔣萍(2006)。生產率增長測算的半參數估計方法。數量經濟技術經濟研究,9