摘要
基于面板数据的SUR模型,估计了28个省1978-2005年的全要素生产率。发现除吉林和黑龙江两省外,全国26个省市自治区的全要素生产率变化存在着有区别的确定性趋势因素。另外,利用马尔可夫链分析了全要素生产率增长率的动态行为,研究发现全要素生产率增长率的长期演化中总体上存在回归趋同的态势。
This paper, based on the seemingly unrelated regressive models of panel data, total factor productivity of 28 provinces was estimated during the period from 1978 to 2005. It was found that there were different determinate tendencies among total factor productivity of 26 provinces except Jilin and Heilongjiang. Besides, dynamic behaviors of the total factor productivity growth rate were also studied by Markov chain. The results showed that a regressive convergent tendency existed in long-term evolution of the total factor productivity growth rate.
出处
《西北师大学报（社会科学版）》
CSSCI
北大核心
2008年第4期118-123,共6页
Journal of Northwest Normal University(Social Sciences)
基金
国家自然科学基金项目“基于Bayesian方法的面板单位根检验和协整检验方法研究”(70771072)、“面板数据的计量经济学理论及其应用研究”(70571039)
2006年度全国统计科学研究计划项目(2006C42)阶段性成果
关键词
中国
全要素生产率
面板数据SUR模型
面板协整
马尔可夫链
China
Total Factor Productivity
Panel Data Seemingly Unrelated Regressive Models
Panel Co-integration
Markov Chain
