中国省际城镇职工工资收入分布演进的时空特征

运用Kernel密度估计方法和空间马尔科夫链分析方法,并将空间因素纳入分析框架中,对1978—2009年期间中国省际城镇职工工资收入分布演进的时空特征进行了分析。研究结果表明:从时间动态性看,中国省际城镇职工工资收入的差距正逐步固化和深化,多俱乐部收敛特征明显、贫困陷阱问题日益突出;从空间动态性看,近邻效应对省际城镇职工工资收入分布演进存在一定影响,多数省份的工资收入水平向邻区的平均工资收入水平演进。     

What explains the performance of students in a heterogeneous environment? Conditional efficiency estimation with continuous and discrete environmental variables

Efficiency estimations which do not account for the operational environment where production units are operating in may have only a limited value. This article presents a fully nonparametric framework to estimate relative performance of production units when accounting for continuous and discrete background variables. Using insights from recent developments in nonparametric econometrics, we show how conditional efficiency scores can be estimated using a tailored mixed kernel function with a data-driven bandwidth selection. The methodology is applied to the sample of Dutch pupils from the Organization for Economic Co-operation and Development's Programme for International Student Assessment (OECD PISA) data set. We estimate students' performance and the influence of its background characteristics. The results of our application show that several family- and student-specific characteristics have a statistically significant effect on the educational efficiency, while school-level variables do not have impact on performance.     

生态系统服务的价格估计方法及真实增长测度

以国际统计规范中生态系统服务价值的估价方法为基础,利用市场价值法、替代成本法、影子工程法等方法,构建生态系统服务核算的动态价格体系,对京津冀地区的生态系统服务价值进行合理测度。实证结果发现,以往采用的价格体系低估了生态系统服务价值,根据构建的动态价格体系得出,2016年北京市、天津市和河北省的生态系统服务价值总量分别为27706.27亿元、5836.21亿元和104407.23亿元,分别是各地区GDP的1.08倍、0.326倍和3.26倍;2016—2017年京津冀地区生态系统服务价值增量分别为502.63亿元、628.12亿元和-1713.33亿元;三个地区中价格因素对北京市生态系统服务价值年度变化的影响最大,而天津市和河北省受到价格因素的影响较小,剔除价格因素影响后京津冀地区生态系统服务价值的真实增长率分别为-0.15%、13.11%和-1.7%。     

宽松的环境政策能吸引更多的外商直接投资吗——基于中国工业省级面板数据的分析

利用我国1997~2009年的工业省级面板数据和动态面板GMM估计方法,考察了相对宽松的环境政策是否是吸引FDI的主要原因。研究发现,环境政策较宽松的地区能够吸引更多的外资流入,但这种影响并不大,所以,以降低环境标准、牺牲环境为代价来吸引FDI不是明智之举;与东、中部地区相比,西部在吸引FDI上处于明显劣势,这在一定程度上加剧了我国经济结构的失衡。     

Nonparametric fixed effects model for panel data with locally stationary regressors

We develop methods for inference in nonparametric time-varying fixed effects panel data models that allow for locally stationary regressors and for the time series length $T$ and cross-section size $N$ both being large. We first develop a pooled nonparametric profile least squares dummy variable approach to estimate the nonparametric function, and establish the optimal convergence rate and asymptotic normality of the resultant estimator. We then propose a test statistic to check whether the bivariate nonparametric function is time-varying or the time effect is separable, and derive the asymptotic distribution of the proposed test statistic. We present several simulated examples and two real data analyses to illustrate the finite sample performance of the proposed methods.     

Corrigendum to “Characterization of the asymptotic distribution of semiparametric M-estimators” [J. Econometrics 159 (2) (2010) 252–266]

This note provides correction to Ichimura and Lee (2010).     

Simplified Jackknife Variance Estimates for Fuzzy Measures of Multidimensional Poverty

In this paper, we present a practical methodology for variance estimation for multi‐dimensional measures of poverty and deprivation of households and individuals, derived from sample surveys with complex designs and fairly large sample sizes. The measures considered are based on fuzzy representation of individuals' propensity to deprivation in monetary and diverse non‐monetary dimensions. We believe this to be the first original contribution for estimating standard errors for such fuzzy poverty measures. The second objective is to describe and numerically illustrate computational procedures and difficulties in producing reliable and robust estimates of sampling error for such complex statistics. We attempt to identify some of these problems and provide solutions in the context of actual situations. A detailed application based on European Union Statistics on Income and Living Conditions data for 19 NUTS2 regions in Spain is provided.     

技术创新、金融创新与经济增长——基于中国省际面板数据

本文从实证分析层面对金融创新、技术创新与经济增长之间的作用关系进行探讨。基于我国 2000~2015 年省级面板数据,采用GMM估计方法,利用动态面板模型进行实证检验。结果表明：技术创新对经济增长的影响显著为正,单独的金融创新对经济增长起抑制作用,二者的交互作用则对经济增长起显著性正向作用。脱离实体经济的金融创新将抑制经济增长,也会间接阻碍技术创新对经济增长的影响。本文结合当前经济形势,从金融机构与创新企业相接轨共同提高创新水平、培养创新型人才等角度提出建议。     

The Benefit Function Approach to Modeling Price-Dependent Demand Systems: An Application of Duality Theory

In this article, we advocate more extensive use of the benefit function in specifying price-dependent or inverse demand models. We demonstrate how duality theory may be used to establish the interrelationships between the Marshallian (or Hicksian) inverse demands and Luenberger's adjusted price functions, allowing estimable inverse demands to be derived directly from a benefit function. We estimate two systems of inverse demands for Japanese quarterly fish consumption. Results indicate that the procedures and methods employed here appear promising, and may prove beneficial for quantity and welfare analysis when modeling systems of inverse demand functions.     

货币政策与风险偏好关系研究——基于动态随机一般均衡模型

为了研究中国货币政策与家庭风险偏好之间的关系,在DSGE框架下运用方差分解和脉冲响应等方法分析不同风险偏好条件下利率冲击和货币供给冲击等对中国经济波动的影响;研究结果表明:首先,货币政策方面的冲击解释了中国经济的大部分波动;其次,代表性家庭风险偏好越小,经济对货币供给变动的反应越灵敏。