生產率增長測算的工具變數法

Instrument Variable Method for Productivity Growth Measurement

金劍(Jian Jin)

《管理科學與統計決策》 6卷3期 (2009/09) Pp. 7-13

https://doi.org/10.6704/JMSSD.2009.6.3.7

摘要

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。

關鍵字

生產率增長 ； 工具變數法 ； 測算

並列摘要

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

並列關鍵字

productivity growth ； instrument variable method ； measurement

參考文獻

Anderson T W,C Hsiao(1982).Formulation and Estimation of Dynamic Models using. Panel Data.Journal of Econometrics.18,47-82.

Andreas Behr(2003).A comparison of dynamic panel data estimators: Monte Carlo evidence and an application to the investment function.(Discussion paper).

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.

Blundell R W,S R Bond(2000).GMM Estimation with Persistent Panel Data: An Application to Production Functions.Econometric Reviews.19(3),321-340.

Blundell R W,S R Bond(1998).Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.Journal of Econometrics.87,115-143.