区域创新产出弹性的动态研究——基于状态空间模型的变参数估计

A Dynamic Research of Output Flexibility in Regional Innovation: A Time Varying Parameter Estimation Based on State-Space Model

在考虑外商直接投资技术溢出的知识生产函数理论的基础上,构建了区域创新生产函数,并建立基于状态空间模型的区域创新变参数模型,对变量的平稳性和协整性进行检验。运用卡尔曼滤波法对区域创新投入要素的产出弹性参数进行估计,得出结论:研发经费投入的硬预算约束管理、研发人员素质及其技术吸收能力、研发投入的各种要素的数量与质量匹配是提高要素产出弹性的必要途径。

The paper builds a regional innovation production model on the basis of knowledge production function theory considering technology spillovers of foreign direct investment. It constructs a varying parameter model based on state-space model of regional innovation, testing the stationarity and co-integrity of the variables. An estimate of variables is conducted with Kalman filter over the output elasticity of input factors on the regional innovation. The model indicates that the essential factors to improve the output include： elasticity input R＆D expenditure of hard budget constraints, the quality and absorption capacity of the R＆D personnel, the match of various elements of R＆D investment in their quantity and quality.