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新冠肺炎疫情凸显了医疗制造业创新的重要性。文章分析企业并购衍生和营销活动对技术创新的促进作用,同时解决创新估计中固定效应的冗余参数问题。采用2010-2017年国内162家医疗装备制造上市企业的面板数据,进行多种估计偏差纠正方法的比较分析,证实Half-Panel Jackknife在双固定效应模型中能较好地控制企业数据的抽样特征与个体异质性。结果表明:高新技术企业间的并购衍生作为创新选择机制,引导全系统企业的熊彼特式“创业实验”;本地声誉和全球通道作为创新规模扩大机制对技术创新有积极影响;政府支持能显著提升创新效率,企业规模、研发投入等内部因素也具有积极贡献。显示“创业实验”对创新系统的核心功能是促进技术创新一选择创新一扩大创新规模。从而揭示了优化制度环境和激励结构以促进各行为主体创业实验的重要意义。 相似文献
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本文应用最优化理论,对固定效应的面板数据分位数回归模型,提出一种模式搜索方法,此方法可以同时估计出所有分位点处的解释变量系数和所有个体的固定效应值。进一步利用蒙特卡洛模拟比较现有文献中涉及的面板数据分位数回归方法,结果显示无论误差项是否满足经典假设,模式搜索分位数回归法较之其他分位数回归估计方法更为有效. 相似文献
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单指标面板模型已广泛应用于各学科领域的研究中,其估计方法较为丰富,然而鲜有估计方法将个体内的相关性考虑在内.基于此,本文研究了一类个体内存在相关性的固定效应部分线性单指标面板模型,采用惩罚二次推断函数法和LSDV法相结合的方法对模型进行估计,证明了所得估计量的一致性和渐近正态性.Monte Carlo模拟结果显示其具有... 相似文献
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基于1999—2010年我国省际能源消费数据,使用半参数趋势面板模型和指数分解方法对能源消费总量影响因素进行分析.结果表明:与固定效应面板模型相比,半参数趋势面板模型的参数估计结果更有效;能源消费总量存在明显的非线性时间趋势,反映了近年来我国节能减排政策对能源消费总量的作用;经济增长、能源消费结构、能源强度也是影响能源消费总量变化的重要因素.另外,能源消费总量存在区域异质性. 相似文献
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样本函数条件极值中减低偏差的方法 总被引:1,自引:0,他引:1
对样本函数条件极值中偏差项的阶进行了分析,探讨了减低偏差项的方法,分析表明古典折刀法、减-d折刀法均不能减低偏差项;在此基础上,提出了减低偏差项的自助法,并论证了在均方误差意义下,θnab是一种较优的估计. 相似文献
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空间面板数据模型常呈现时异特征,现实经济现象中的空间关联多带有时异特性。基于此,本文构建固定效应时异系数广义空间自回归模型,首先采用拟极大似然(QML)方法估计模型并证明参数估计量的渐近性,其次依据贝叶斯(Bayes)公式推出参数后验分布并设计MCMC抽样,最后基于数值模拟比较两种方法在有限样本下的模拟情况,结合具体实例对比分析两种方法的实际估计效果。结果发现:一方面,两种方法的参数模拟均方误差都表现出随样本个体数目的增大而减小,表明增加观测个体数目能显著降低参数模拟偏差。另一方面,Bayes估计的均方误差都小于QML估计,说明Bayes估计比QML估计更可靠。 相似文献
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工具变量法是估计动态面板模型的常用方法,但该方法并没有充分利用现有矩条件,导致所得估计有效性不足.为此,本文首先采用变量变换法消除模型的内生性,再用惩罚二次推断函数法推导出个体内具有一阶自相关结构的固定效应部分线性可加动态面板模型中未知参数和函数的估计;进一步,证明了所得估计量的一致性和渐近正态性,同时还用Monte Carlo模拟实验比较了该方法和半参数GMM法在有限样本下的表现;最后将所述方法应用于实际数据分析中. 相似文献
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总结了动态平行数据模型的固定效应与随机效应模型的最小二乘估计(OLS)与工具变量估计(Tool)方法.并利用Monte-Carlo随机模拟的方法比较了两种估计方法的效果. 相似文献
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Container ports are a major component of international trade and the global supply chain. Hence, the improvement of port efficiency can have a significant impact on the wider maritime economy. This paper deconstructs a representation in the existing literature that neglects the heterogeneity of individual and group-specific terminal operators. In its place, we present a hierarchical model to make a connection between efficiency and terminal operator group characteristics. The paper develops a stochastic frontier model that controls not only individual heterogeneity but also group-specific variations. The model decomposes the total stochastic derivation from the frontier into inefficiency, individual heterogeneity, group-specific variations, and noise components, with the estimation being performed using Markov chain Monte Carlo simulations. The validity of the model is tested with a panel of container terminal operator data from 1997-2004. Our findings show that terminal operator groups are important in promoting terminal efficiency at the global level, and that the operators with stevedore backgrounds show a higher efficiency than carriers. 相似文献
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This paper investigates the effects of heterogeneity in consumer choice behaviour. Omitted consumer heterogeneity may lead to badly biased results, and wrong inferences concerning marketing strategies to follow. In this research we study the extent and the cause of this bias. We distinguish between observed and unobserved heterogeneity, by partialing out the effects of unmeasured heterogeneity and modelling it explicitly. The following questions will be addressed: What is unobserved heterogeneity and how much of it can be explained? How should heterogeneity be incorporated in consumer choice models? A hazard model is used for the analysis. The hazard model will yield patterns of switching among brands, as well as, the effect of marketing mix variables on brand choice and purchase timing. Differences between switchers and repeat purchasers are studied and the extent to which brand choice can be explained. Our model is estimated using scanner panel data. We find that it is important to include both observed and unobserved heterogeneity in order to obtain a better fit of the model. Our results show that it may be sufficient to only include observed heterogeneity to obtain unbiased parameter estimates. Including observed heterogeneity also reduces the aggregation or heterogeneity bias in the hazard function. © 1998 John Wiley & Sons, Ltd. 相似文献
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���ܻԡ���Ф��ʩ�ŷ� 《应用概率统计》2018,34(2):111-134
This paper concerns with the estimation of a fixed effects panel data partially linear regression model with the idiosyncratic errors being an autoregressive process. For fixed effects short time series panel data, the commonly used autoregressive error structure fitting method will not result in a consistent estimator of the autoregressive coefficients. Here we propose an alternative estimation and show that the resulting estimator of the autoregressive coefficients is consistent
and this method is workable for any order autoregressive error structure. Moreover, combining the B-spline approximation, profile least squares dummy variable (PLSDV) technique and consistently estimated the autoregressive error structure, we develop a weighted PLSDV estimator for the parametric component and a weighted B-spline series (BS) estimator for the nonparametric component. The weighted PLSDV estimator is shown to be asymptotically normal and more asymptotically efficient than the one which ignores the error autoregressive structure. In addition, this paper derives the asymptotic bias of the weighted BS estimator and establish its asymptotic normality as well. Simulation studies and an example of application are conducted to illustrate the finite sample performance of the proposed procedures. 相似文献
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在实际的调查中经常会出现缺失数据.如何处理这种情况下总体目标量的估计是一个重要问题.Zou等(2002)对缺失数据情况下的样本轮换方法证明了他们所提出的线性化.Jackknife方差估计量在均匀回答下是估计量方差的近似的设计无偏估计.这一性质对于.Jackknife方差估计量的使用提供了重要依据.对于其它情况下.Jackknife方差估计量是否也具有这一性质无疑是一个有意义的问题.作者旨在研究文献中已提出的若干.Jackknife方差估计量的渐近设计无偏性.我们的结果表明Zou等(2002)所注意到的Jackknife方差估计量的渐近设计无偏性具有一定的普遍性。 相似文献