Quasi Maximum Likelihood for MESS Varying Coefficient Panel Data Models with Fixed Effects

The study of spatial econometrics has developed rapidly and has found wide applications in many different scientific fields,such as demog­raphy,epidemiology,regional economics,and psychology.With the deepening of research,some scholars find that there are some model specifications in spatial econometrics,such as spatial autoregressive(SAR)model and matrix exponential spatial specification(MESS),which cannot be nested within each other.Compared with the common SAR models,the MESS models have computational advantages because it eliminates the need for logarithmic determinant calculation in maxi­mum likelihood estimation and Bayesian estimation.Meanwhile,MESS models have theoretical advantages.However,the theoretical research and application of MESS models have not been promoted vigorously.Therefore,the study of MESS model theory has practical significance.This paper studies the quasi maximum likelihood estimation for ma­trix exponential spatial specification(MESS)varying coefficient panel data models with fixed effects.It is shown that the estimators of model parameters and function coefficients satisfy the consistency and asymp­totic normality to make a further supplement for the theoretical study of MESS model.

Effects of natural-cerebrolysin-containing serum on neurotoxicity and synaptogenesis in amyloid-beta 1-40-induced Alzheimer's disease in vitro models

BACKGROUND： Neuronal loss, synapse mutilation, and increasing malnourished axons are pathologically related to Alzheimer＇s disease. Microtubule-associated protein 2 （MAP2） is of importance for neuronal, axonal, and dendritic generation, extension, and stabilization, as well as for the regulation of synaptic plasticity. OBJECTIVE： To investigate the antagonistic effects of natural-cerebrolysin-containing serum on beta amyloid protein 1-40 （Aβ1-40）-induced neurotoxicity from the standpoints of cell proliferation, synaptogenesis, and cytoskeleton formation （MAP2 expression）. DESIGN, TIME AND SETTING： A paralleled, controlled, neural cell, and molecular biology experiment was performed at the Institute of Integrated Chinese and Western Medicine, Shenzhen Hospital, Southern Medical University between February 2006 and April 2008. MATERIALS： PC12 cells, derived from the rat central nervous system, were purchased from Shanghai Institute of Cell Biology, Chinese Academy of Sciences, China. A β1-40 was provided by Sigma, USA. Natural-cerebrolysin was provided by Shenzhen Institute of Integrated Chinese and Western Medicine, China. The natural-cerebrolysin was predominantly composed of Renshen （Radix Ginseng）, Tianma （Rhizoma Gastrodiae）, and Yixingye （Ginkgo Leaf） in a proportion of 1：2：2. Following conventional water extraction technology, an extract （1：20） was prepared. Each gram of extract equaled 20 grams of crude drug. In a total of 12 adult male New Zealand rabbits, six underwent intragastric administration of natural-cerebrolysin extract for 1 month to prepare natural-cerebrolysin-containing serum, and the remaining six rabbits received intragastric administration of physiological saline to prepare normal blank serum. METHODS： An AIzheimer＇s disease in vitro model was induced in PC12 cells using Aβ1-40. The cells were incubated with varying doses of natural-cerebrolysin-containing serum （2.5%, 5%, and 10%）. Normal blank serum-treated PC12 cells served as a blank control group. MAIN OUTCOME MEASURES： Through the use of inverted phase contrast microscope, cell morphology and neurite growth were observed, neurite length was measured, and the percentage of neurite-positive cells was calculated. Cell proliferation rate was determined by MTT assay, and MAP 2 expression was detected by fluorescent immunocytochemistry. RESULTS： Following Aβ1-40 treatments, some PC12 cells were apoptotic/dying, and only a few short neurites were observed. Following interventions with natural-cerebrolysin-containing serum, the PC12 cells proliferated, there was an increased number of neurites, and neurite length was enhanced. After middle- and high-dose natural-cerebrolysin treatments, the percentage of neurite-positive cells, as well as the average length of neurites, was significantly greater than the normal blank serum-treated PC12 cells （P 〈 0.05 or P 〈 0.01）. Compared with the blank control group, MAP2 expression in the Aβ1-40-treated PC12 cells was significantly inhibited, and the cell proliferation rate was significantly decreased （P 〈 0.01）. Following incubations with natural-cerebrolysin-containing serum, MAP2 expression and cell proliferation rate in the PC12 cells were significantly increased in a dose-dependent manner, compared with treatments with blank control serum （P 〈 0.05 or P 〈 0.01 ）. CONCLUSION： Natural-cerebrolysin exhibited antagonistic effects on neurotoxicity in Aβ1-40 induced Alzheimer＇s disease in vitro models. These effects were likely related to cell proliferation and the upregulation of intracellular MAP2 expression.

Bootstrap inference of the skew-normal two-way classification random effects model with interaction

In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.

数字普惠金融、农村三产融合与农村居民收入--基于2011-2020年中国省级面板数据的实证分析

基于2011-2020年我国30个省(直辖市、自治区)的面板数据,利用固定效应模型(FEM)实证分析数字普惠金融对农村居民收入的影响,并采用中介效应模型考察了农村三产融合的中介作用,同时对东中西部地区进行了异质性分析,利用滞后一期核心解释变量和替换被解释变量进行了稳健性检验。研究发现:第一,数字普惠金融显著地提高了农村居民收入水平,但存在区域异质性,东部地区数字普惠金融对农村居民的增收作用最强,中西部次之;第二,农村三产融合在数字普惠金融与农村居民收入之间起着重要的中介作用,在进行解释变量滞后一期和替换被解释变量的稳健性检验后仍然成立。因此,一方面,要完善农村地区数字基础设施,提高农村居民金融素养,进一步激发数字普惠金融对农民增收的作用;另一方面,要破解农村三产融合的金融约束,完善利益联接机制,充分发挥农业三产融合的中介效应,最终提高农村居民收入水平,实现共同富裕。

新质生产力、技术创新扩散对循环经济发展的影响--基于长江经济带的实证

文章基于长江经济带11个省份2011—2022年的统计数据,构建固定效应模型,实证检验新质生产力、技术创新扩散对循环经济发展的影响,并进一步构建调节效应模型,检验在新质生产力、技术创新扩散对循环经济发展的影响中产业结构升级的作用机理。结果显示:新质生产力、技术创新扩散能够显著推动循环经济发展,其效果存在区域异质性。新质生产力对循环经济发展的影响在长江下游地区表现为显著的正向影响,在上游地区表现为显著的负向影响,在中游地区影响不显著;技术创新扩散对循环经济发展的影响在上游和中游地区表现为显著的正向影响,在下游地区影响不显著;在促进循环经济发展的过程中,产业结构升级发挥着正向调节效应。

数字经济影响个人所得税调节居民收入差距效应研究--基于我国各省市2010—2022年面板数据的分析

随着互联网的深入普及,数字经济蓬勃发展,传统的个人所得税征管机制逐渐与当前经济发展模式不匹配。通过计算2010—2022年征收个人所得税前后的MT指数,测算个人所得税对调节居民收入差距的效应,并通过双向固定效应模型,运用我国各省级行政区2010—2022年面板数据验证数字经济的发展与当前传统个人所得税的再分配效应呈现有限负相关的关系,反映了现代信息技术应用于个人所得税征管改革的必要性。基于研究结果,进一步提出了完善我国个人所得税征管的政策建议,运用数字经济技术提高税收征管水平,完善我国税收征管体系,推动政府现代化数字治理。

INFLUENCE ANALYSIS IN NONLINEAR MODELS WITH RANDOM EFFECTS

In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to the mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented. A numerical example illustrates that the method is available.

基本公共服务质量会影响房价吗?——基于“经济-人口”双路径分析

本研究探究了基本公共服务质量对房价的影响,着重探究了二者之间的关系是否存在中介变量和调节变量的影响。提出了一个基本公共服务质量测度体系,利用2015—2022年我国各省份(港澳台地区、西藏除外)、直辖市的相关数据,并运用固定效应模型验证了基本公共服务质量对房价的影响。研究结果表明:基本公共服务质量与房价存在正向关系,经济发展水平对房价具有正向作用,经济发展水平在基本公共服务质量与房价之间起中介作用;人口老龄化程度正向调节基本公共服务质量与房价之间存在的关系。本研究探究了基本公共服务质量对房价的作用机理,理论上有助于完善对房价影响因素的认知,同时为我国新型城镇化、人口老龄化大背景下政府制定房价调控政策提供理论参考。

INFLUENCE ANALYSIS ON EXPONENTIAL NONLINEAR MODELS WITH RANDOM EFFECTS

This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available.

Panel data models with cross-sectional dependence: a selective review

In this review, we highlight some recent methodological and theoretical develop- ments in estimation and testing of large panel data models with cross-sectional dependence. The paper begins with a discussion of issues of cross-sectional dependence, and introduces the concepts of weak and strong cross-sectional dependence. Then, the main attention is primarily paid to spatial and factor approaches for modeling cross-sectional dependence for both linear and nonlinear （nonparametric and semiparametric） panel data models. Finally, we conclude with some speculations on future research directions.

The Pionic Effect on the Binding Energy of Relativistic Particle-Hole Excitation in Nuclear Matter

The renormalization of pion-exchange nucleon self-energy in nuclear matter is doneby dispersion relation.The exchange and correlation energies(in the ring approximation)ofpion,σ and ω mesons are derived and used to calculate the binding energy of nuctear matter atzero temperature.We find that the pionic contribution to the binding energy fails to lift the highdensity end of the binding energy curve,that is,the binding energy can not saturate without adensity dependent correction to the σNN and ωNN coupling constants.But the binding energycan saturate in the relativistic Hartree approximation plus the exchange and correlation energiesof л meson.

绿色技术创新对城市产业链韧性的影响——基于2005-2021年277座城市面板数据的实证检验

本文基于2005-2021年277座城市面板数据,运用固定效应模型、中介效应模型、门槛回归模型等对绿色技术创新的城市产业链韧性提升作用进行了实证检验。研究结果表明:绿色技术创新对城市产业链韧性提升具有显著正向促进效应且结论具有稳健性;产业结构升级在绿色技术创新对产业链韧性提升的正向促进影响中存在中介效应;当绿色技术创新水平突破门槛值后,绿色技术创新对产业链韧性提升的促进效应变得更加显著;当环境规制强度超过门槛值后,环境规制对城市产业链韧性提升的促进效应会因挤出效应的上升而显著减弱;不同水平的绿色技术创新、物质资本和文化资本投入以及人力资本积累下,绿色技术创新对城市产业链韧性提升的影响具有显著异质性特征。据此提出了相关政策建议。

公共财政教育支出的生育促进效应--基于我国31个省份和277个地级市数据的实证研究

为探讨公共财政教育支出对生育率的影响,采用2010—2020年31个省份和全国277个地级市数据建立面板模型,运用双向固定效应模型进行分析并作异质性讨论,得出以下结论:公共教育财政支出对人口出生率具有正向促进效应,这种促进效应在东部和中部地区比西部地区更强,在幼儿园阶段比义务教育和高中教育阶段更强,而在高等教育阶段反而有抑制效应,并且公共财政教育支出的生育促进效应有一定的滞后性。因此,政府财政部门应当继续扩大公共财政教育支出,并且有针对性地增加对中西部地区和幼儿园阶段的支出,促进教育资源的均衡分配;教育部门应当建立合理的教育评价体系,营造和谐的教育环境,提高公共教育服务的质量和满意度;政府相关部门和社区应当为家庭提供生育津贴和教育支持,以期提高我国的生育率。

普通高等教育规模对旅游经济的影响--基于地级市面板数据

本文利用全国261个市2010—2014年的面板数据进行工具变量和双向固定效应模型分析,探究普通高等教育规模的变化对地级市旅游经济的影响及其作用机制,并进一步从地理区位的角度进行异质性分析。研究发现:(1)普通高等教育规模扩张显著地促进了地级市旅游经济的增长;(2)普通高等教育规模对旅游经济发展的推动作用在西部和中部地区较为显著,而在东部地区的作用并不明显。研究结果可为政府教育投资决策和各项政策制定提供理论依据。

数字经济何以推动高技能人才增长?--基于中国29省面板数据的实证研究

本文使用2012年至2022年全国29个省(自治区、直辖市)的面板数据,运用双向固定效应模型研究数字经济的发展对高技能人才数量的影响以及作用机制。研究发现,数字经济的发展能够显著促进高技能人才数量增长。随之的中介效应检验、异质性检验、调节效应检验进一步得出,数字经济的发展与高技能人才数量之间存在显著的正向关系,高技术产业在数字经济与高技能人才数量增长之间起到了重要的中介作用。

ESTIMATION IN A SEMI-VARYING COEFFICIENT MODEL FOR PANEL DATA WITH FIXED EFFECTS

This paper considers a semi-varying coefficient model for panel data with fixed effects,proposes the profile-likelihood-based estimators for the parametric and nonparametric components,and establishes convergence rates and asymptotic normality properties for both estimators.Simulation results show that the proposed estimators behave well in finite sample cases.

数字普惠金融对企业数字化转型的影响——基于A股上市公司的研究

数字普惠金融对企业数字化发挥引导和促转作用。本文将数字普惠金融2013~2023年市级数据与中国上市企业数据进行匹配,深入研究数字普惠金融对企业数字化转型的影响。研究发现:数字普惠金融的发展对企业数字化转型有显著驱动作用,二者之间的非线性影响存在门槛效应,这种作用在非国有企业、小型企业和高科技企业中更为明显。进一步研究二者之间的传导机制,发现数字普惠金融通过3个渠道助力企业数字化转型:缓解融资约束、优化金融错配、加大研发投入。据此,本文提出了数字普惠金融服务实体经济促进企业数字化转型的政策建议。

湖南省农田水利设施治理效率及影响因素研究

农田水利设施治理效率与农村经济高质量发展密切相关,在保障人民群众切身利益和农业可持续发展上发挥着重要的作用。选取2012-2021年湖南省14个市(州)的面板数据,采用三阶段SBM与Malmquist指数相结合的方法,从静态与动态两个视角对农田水利设施的治理效率进行分析,并在此基础上运用固定效应模型,进一步探讨治理效率的影响因素。研究表明:在剔除环境因素与随机误差后,农民专业合作社、农户人均收入、地区生产总值和城市化水平对农田水利设施治理效率有积极性的影响,过量的堤防建设会弱化农田水利设施治理效率;调整后湖南省的农田水利治理效率趋于稳定,纯技术效率和规模效率则有不同程度的增长;2012-2021年湖南省农田水利设施的全要素生产率呈现“U型”波动增长,长株潭地区全要素生产率的增长最快,湘南地区增速最慢,出现极端值的原因主要是技术进步变化指数的变动;农业种植结构、农村居民文盲率、经济发展水平和财政分权度对农田水利治理效率有负面影响。

数字物流赋能农村居民消费升级:理论基础、机制分析和实现路径

我国农村地区人口众多,消费市场潜力巨大,其消费市场的扩大将促进国内供给体系升级和转型。数字物流作为连接生产与消费的关键纽带,不仅提升了农村居民的消费品可得性,还促进了农产品的上行发展,对推动农村居民消费、释放我国内需潜力具有十分重要的现实意义。以我国2010—2021年278个地级市和4个直辖市的面板数据为基础,通过建立面板固定效应模型、中介效应模型、门槛效应模型,实证检验数字物流对农村居民消费升级的影响及作用机制。研究发现:数字物流对农村居民消费升级具有正向影响;产业结构升级在数字物流推动农村居民消费升级过程中发挥着部分中介效应;同时,产业结构升级在数字物流推动农村居民消费升级的过程中发挥着门槛效应;数字物流对农村居民消费升级的影响存在不同区域、不同发展阶段、数字物流不同维度、不同消费升级水平的异质性。

Modelling energy efficiency in China:a fixed-effects panel stochastic frontier approach

This paper combines energy demand modelling with stochastic frontier analysis to investigate the changing trends,variations and determinants of energy efficiency for 27 Chinese provinces over the period 1995 to 2014.An aggregate‘frontier’energy demand function and an efficiency function are estimated simultaneously.We obtained several findings.First,the energy intensity is not a particularly good indicator of energy efficiency.Second,the energy efficiency levels for all the provinces improved during the sample period,but the current efficiency levels are still low,implying great potential for energy saving.In addition,the energy efficiency gap among the provinces seems to have widened over the past 20 years,as the variance has increased by almost three times.Finally,technological progress driven by new investment and the development of market mechanisms are two important drivers of energy efficiency improvement.