动态面板数据模型的理论和应用研究综述被引量：14

Theory and application research of dynamic panel data model

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摘要为了更好地说明和解释日益复杂的经济现象,单纯应用横截面数据或时间序列数据进行研究存在一定的不足,面板数据则能够度量单纯使用横截面数据或时间序列数据无法观测到的影响,而动态面板数据模型则能更好的研究动态行为的复杂问题。据此,对动态面板数据模型的理论及应用研究进行了梳理。结果发现,基于工具变量法和广义矩估计法的动态面板数据模型在研究区域经济增长、FDI、股价波动、R&D和公司资本结构等问题上具有较好的效果。 There are some deficiencies in the simple application of cross-sectional data or time-series data for research. In order to get a better illustration of the complicated economic phenomena,panel data are better able to detect and measure the influence which can not be observed by means of cross-sectional data or time-series data, and the dynamic panel data model is better able to study the dynamic behavior of complex issues. In this paper,we summarize the development of the theory and application of dynamic panel data model. The results show that, based on the instrumental variables method and the generalized method of moments estimation,the use of dynamic panel data model will have better results in the study of regional economic growth,FDI,stock price volatility,R＆D and corporate capital structure and other.

作者龙莹张世银

机构地区中央财经大学统计学院中央财经大学经济学院

出处《科技与管理》 2010年第2期30-34,共5页 Science-Technology and Management

基金国家社会科学基金项目(08BJY123) 北京高层次人才资助项目(PHR20090505) 中央财经大学研究生创新基金项目(08-Y-014)

关键词动态面板数据模型工具变量法广义矩估计 dynamic panel data model instrument variable method generalized moment method

分类号 F222 [经济管理—国民经济]

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