寻找阿基米德的"杠杆"-"出生季度"是个弱工具变量吗?

AK91用出生季度作工具变量估计教育回报率,在引起众多质疑的同时,也推动了微观经济计量学的一个活跃领域——探讨弱工具问题。本文使用2005年中国人口1%抽样调查数据,重新讨论了教育回报率的2SLS估计中,出生季度是否为弱工具变量问题:在发达国家,完成高中阶段教育者在队列人口中比例过高,导致出生季度对教育变异的影响很小,因此,出生季度可能是个弱工具变量;在发展中国家,能够进入高中阶段学习者,在队列人口中不到一半,出生季度对教育变异的影响很大,因此,是个强工具变量。重新估计的结果显示,2SLS估计及其改进形式得到的教育系数显著高于OLS估计值。除了数据质量,模型误设可能是AK91遭遇弱工具的另一个原因。     

劳动力流动、区际变量冲击及宏观经济影响

长期以来,经济学界关于劳动力迁移对宏观经济影响的研究,主要集中在迁移对地区差距的影响上。其实劳动力迁移引起的区际差距收敛或扩散只是表面现象,其内在变化是经济变量的变动。劳动力迁移不仅以生产要素数量的变动在空间上影响产出,还会以消费主体数量的变动在空间上影响消费需求。本文认为,劳动力迁移的根本动力是劳动者对高收益和高效用的区位追求,在规模报酬递增条件下,劳动力在追求自身最大化收益和效用空间时,会对物价、产出等宏观变量带来不同冲击,但能带来宏观经济增长。     

社会资本决定健康状况吗——来自中国健康与养老追踪调查的证据

本文利用2008年中国健康与养老追踪调查(CHARLS)数据,实证研究居民社会资本与健康状况之间的关系,发现社会资本对健康状况有显著影响。个人社会资本指数每增加10%,自评健康状况很好的概率增加2.1%。此外,社会资本对健康状况的影响存在显著的性别差异、城乡差异和年龄差异。社会资本对女性健康的影响显著高于男性,对农村居民健康的影响显著高于城市居民,对65岁以下居民健康的影响显著高于65岁以上居民。本研究的政策含义在于,政府可以通过提升居民的社会资本来改善国民健康水平,但应关注社会资本对健康影响存在的性别差异、城乡差异和年龄差异。     

变频调速技术在粮食烘干系统中的优越性分析

简要介绍了变频调速技术的节能原理,并以风机为例,分析了变频调速装置在粮食烘干系统中应用的现状与效果。变频调速技术除了具有节能效果外,还可以改善工艺状况,具有广泛的优越性。     

Finite sample inference for quantile regression models

Under minimal assumptions, finite sample confidence bands for quantile regression models can be constructed. These confidence bands are based on the “conditional pivotal property” of estimating equations that quantile regression methods solve and provide valid finite sample inference for linear and nonlinear quantile models with endogenous or exogenous covariates. The confidence regions can be computed using Markov Chain Monte Carlo (MCMC) methods. We illustrate the finite sample procedure through two empirical examples: estimating a heterogeneous demand elasticity and estimating heterogeneous returns to schooling. We find pronounced differences between asymptotic and finite sample confidence regions in cases where the usual asymptotics are suspect.     

阐释"中国之谜"——一个基于扩展的总需求总供给模型

本文在附加预期的菲利普斯曲线基础上,通过引入可变的技术进步变量,修正了新古典的总供给曲线,指出除预期的通货膨胀率、产出缺口外,技术进步也是影响总供给曲线的重要变量;同时将总需求曲线扩展到开放经济条件下,从而推导出了"通货膨胀率-产出增长率"系统下的总需求总供给模型.作为对扩展后模型的检验,本文利用该模型阐释了我国宏观经济运行中的"高增长与低通胀并存"现象.     

基于双自适应Lasso惩罚的随机效应分位回归模型研究

研究目标：解决随机效应分位回归模型中固定效应和随机效应系数同时估计和选择问题。研究方法：对固定效应和随机效应系数同时实施自适应Lasso惩罚,并为参数估计设计交替迭代算法。研究发现：新方法不仅对随机误差分布具有较强的稳健性,而且在不同稀疏度模型下均有着良好的表现,尤其是在高维情形时。研究创新：本文提出的方法在对模型中重要自变量进行选择的同时能够充分考虑随机效应的影响;交替迭代算法不仅有效解决了需要选择两个惩罚参数的困境,而且收敛速度快。研究价值：为实际工作者对面板数据和纵向数据的分析提供了有效的建模方法。     

Modeling and calculating the effect of treatment at baseline from panel outcomes

We propose and examine a panel data model for isolating the effect of a treatment, taken once at baseline, from outcomes observed over subsequent time periods. In the model, the treatment intake and outcomes are assumed to be correlated, due to unobserved or unmeasured confounders. Intake is partly determined by a set of instrumental variables and the confounding on unobservables is modeled in a flexible way, varying both by time and treatment state. Covariate effects are assumed to be subject-specific and potentially correlated with other covariates. Estimation and inference is by Bayesian methods that are implemented by tuned Markov chain Monte Carlo methods. Because our analysis is based on the framework developed by Chib [2004. Analysis of treatment response data without the joint distribution of counterfactuals. Journal of Econometrics, in press], the modeling and estimation does not involve either the unknowable joint distribution of the potential outcomes or the missing counterfactuals. The problem of model choice through marginal likelihoods and Bayes factors is also considered. The methods are illustrated in simulation experiments and in an application dealing with the effect of participation in high school athletics on future labor market earnings.     

Price equilibrium in address models of product differentiation: unit-elastic demand

Summary. I present a class of address models of product differentiation with unit-elastic individual demand and show the existence of Nash equilibrium in prices under assumptions on utility functions and the taste and income heterogeneity across consumers. This paper complements the work by Caplin and Nalebuff (1991, Econometrica), who analyze unit demand models of product differentiation. Received: December 28, 1998; revised version: September 5, 2001     

铁路短期变动成本的特征及计算方法探讨

根据铁路短期变动成本的变化频繁性、非连续性、与运量关系复杂性和不可归依性4个特征,提出铁路短期变动成本的计算方法和步骤。首先将企业总成本划分为固定成本和变动成本,然后分别计算直接变动成本的支出率、间接变动成本的附加率、联合产品的总变动成本和个别产品的变动成本等。