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外资溢出效应的分位数回归研究
引用本文:欧阳胜银.外资溢出效应的分位数回归研究[J].财经理论与实践,2013(4):40-44.
作者姓名:欧阳胜银
作者单位:湖南大学金融与统计学院
摘    要:将中国30个省市分化为利用外资高水平区域、利用外资中水平区域、利用外资低水平区域,然后运用分位数回归模型研究了外资对中国工业企业的溢出效应。进行100次自举抽样的实证结果表明,就全国而言,外资具有显著的正向溢出效应,但贡献力度要低于内资。分区域而言,利用外资水平越高的地区,外资的溢出效应最为显著;利用外资高水平区域的外资对产出的贡献度要大于内资的贡献度,而其他两个区域则有相反的趋势;工业企业资产规模越大,外资溢出效应的证据越充分。

关 键 词:分位数回归  溢出效应  抽样自举  贡献度

Study on the Spillover Effects of Foreign Capital on the Basis of Quantile Regression
OUYANG Sheng-yin.Study on the Spillover Effects of Foreign Capital on the Basis of Quantile Regression[J].The Theory and Practice of Finance and Economics,2013(4):40-44.
Authors:OUYANG Sheng-yin
Institution:OUYANG Sheng-yin (College of Finance and Statistics,Hunan University,Changsha,Hunan 410079,China)
Abstract:30 provinces in China has been divided into high, middle and low level area of foreign capital utilization, then the spillover effect has been studied on Chinese industrial by using a quantile regression model. The empirical result with 100 bootstrap sampling indicates that foreign capital has significant positive spillover effect on the country as a whole, but the contribution strength is lower than the domestic capital. However, the area with more foreign capital has the most significant spillover effect of foreign capital; the other two regions showed an opposite results; industrial enterprise that has larger asset scale has more significant evidence on spillover effects.
Keywords:Quantile regression  Spillover effect  Bootstrap sampling  Contribution degree
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