机构地区: 温州大学数学与信息科学学院
出 处: 《温州大学学报(自然科学版)》 2012年第2期28-35,共8页
摘 要: 基于状态空间模型的卡尔曼滤波算法,运用Eviews 6.0软件测算出1979–2004年我国各省域的全要素生产率(TFP)的增长率,构建面板数据模型来实证研究国际进出口、外商直接投资(FDI)、人力资本和产业结构等因素对我国全要素生产率的动态影响状况.面板协整检验和误差修正结果表明:从长期来看,人力资本、产业结构、进口以及FDI对全要素生产率的增长都具有不同程度的正向作用,出口的影响并不显著;而从短期看,人力资本水平与产业结构则是促进TFP增长的主要因素. In this paper,total factor productivity(TFP) growth rates of 26 provinces from 1979 to 2004 were obtained by taking advantages of software Eviews 6.0 and using Kalman filter algorithm of state space model.Based on this achievement,a panel data model was constructed to conduct empirical study on the dynamic influence imposed on China's TFP by international import and export,foreign direct investment(FDI),human capital,industrial structure and other factors.Results(achieved after panel cointergration test and error correction) showed that: in the long run,while human capital,industrial structure,import and FDI have their different positive effects on improvement of the TFP,they have little impact on export;however,in the short run,human capital and industrial structure are the main factors accelerating the improvement of the TFP.
关 键 词: 全要素生产率 状态空间模型 面板协整检验 误差修正模型
领 域: [经济管理]