摘要
基于C-D生产函数模型,采用改进最小二乘法检验规模报酬和结构性变点。首先,在最小二乘估计程序中加入规模报酬不变的约束,然后通过Wald统计量检验约束和无约束模型的差异性,以确定规模报酬情况。进行样本区间划分,在全样本区间和分段样本区间参数估计之后,通过Chow统计量检验参数的差异性,以确定结构性变点。以我国1980-2007年的数据为例,规模报酬是变化的,1986年和1994年均为结构性变点。
Based on C-D production function model ,the restricted Least Square （LS） method is applied to test Returns-to-scale and structural change-point .First ,a constant restraint of Returns-to-scale is added to LS program , and then the difference between the model with and without restraint is identified with Wald-statistics to determine the Returns-to-scale .Parameter differences are tested in both the whole sampling period and the divided sampling section with Chow-statistics to determine the structural change-point .With the data in China from 1980 to 2007 ,Returns-to-scale is changed ,w hile the of 1986 and 1994 are structural change-points respectively .
出处
《长春工业大学学报》
CAS
2014年第5期481-486,共6页
Journal of Changchun University of Technology
基金
国家自然科学基金资助项目(11071026)
教育部人文社会科学研究基金资助项目(12YJA790187)
吉林省教育厅"十二五"社会科学研究项目(吉教科文合字[2014]第57号)
吉林省科技发展计划项目(20140418053FG)
