面板数据的随机效应条件密度模型

Random effects conditional density model with panel data

运用随机效应条件密度模型对面板数据进行分析,并讨论了此模型的变量选择.基于此模型分析了我国1999—2015年省际面板数据,探究城镇居民消费支出的影响因素.结果表明:人均可支配收入和GDP对于城镇居民消费支出有显著影响,并且具有正的影响效应.

The random effect conditional density model was used to analyze the panel data,and the variable selection of this model was discussed.Based on this model,the inter-provincial panel data of China from 1999 to 2015 was analyzed to explore the influencing factors of consumption expenditure of urban residents.The results show that Per capita disposable income and GDP has a significant impact on consumption expenditure of urban residents and has a positive impact effect.