Examine the Reliability of Econometrics Software: An Empirical Comparison of Time Series Modelling

Researchers must understand that naively relying on the reliability of statistical software packages may result in suboptimal, biased, or erroneous results, which affects applied economic theory and the conclusions and policy recommendations drawn from it. To create confidence in a result, several software packages should be applied to the same estimation problem. This study examines the results of three software packages (EViews, R, and Stata) in the analysis of time-series econometric data. The time-series data analysis which presents the determinants of macroeconomic growth of Sri Lanka from 1978 to 2020 has been used. The study focuses on testing for stationarity, cointegration, and significant relationships among the variables. The Augmented Dickey-Fuller and Phillips Perron tests were employed in this study to test for stationarity, while the Johansen cointegration test was utilized to test for cointegration. The study employs the vector error correction model to assess the short-run and long-term dynamics of the variables in an attempt to determine the relationship between them. Finally, the Granger Causality test is employed in order to examine the linear causation between the concerned variables. The study revealed that the results produced by three software packages for the same dataset and the same lag order vary significantly. This implies that time series econometrics results are sensitive to the software that is used by the researchers while providing different policy implications even for the same dataset. The present study highlights the necessity of further analysis to investigate the impact of software packages in time series analysis of economic scenarios.

Causal inference using regression-based statistical control: Confusion in Econometrics

Regression is a widely used econometric tool in research. In observational studies, based on a number of assumptions, regression-based statistical control methods attempt to analyze the causation between treatment and outcome by adding control variables. However, this approach may not produce reliable estimates of causal effects. In addition to the shortcomings of the method, this lack of confidence is mainly related to ambiguous formulations in econometrics, such as the definition of selection bias, selection of core control variables, and method of testing for robustness. Within the framework of the causal models, we clarify the assumption of causal inference using regression-based statistical controls, as described in econometrics, and discuss how to select core control variables to satisfy this assumption and conduct robustness tests for regression estimates.

Analysis of spatial distribution characteristics and driving factors of ethnicminority villages in China using geospatial technology and statistical models

This study aims to reveal the spatial structural characteristics of 1,652 Ethnic-Minority Villages(EMV)in China and to analyze the mechanisms driving their spatial heterogeneity.EMV are a special type of settlement space that preserve a large number of historical traces of the ethnic culture of ancient China.They are important carriers of China’s excellent traditional culture and are key to the implementation of rural revitalization strategies.In this study,1652 EMV in China were selected as the research subjects.The Nearest Neighbor Index,kernel density,and spatial autocorrelation index were employed to reveal the spatial structural characteristics of minority villages.Neural network models,spatial lag models,and geographical detectors were used to analyze the formation mechanism of spatial heterogeneity in EMV.The results indicate that:(1)EMV exhibit significant spatial differentiation characterized by“single-core with multiple surrounding sub-centers,”“polarization between east and west,”“decreasing quantity from southwest to east coast to northeast to northwest,”and“large dispersion with small agglomeration.”(2)EMV are mainly distributed in areas rich in intangible cultural heritage,with high vegetation coverage and low altitude,far from central cities,and having limited arable land and an underdeveloped economy and transportation,particularly in shaded or riverbank areas.(3)Distance from the nearest river(X3),distance from central cities(X8),national intangible cultural heritage(X9),and NDVI(X10)were the main driving factors affecting the spatial distribution of EMV,whereas elevation(X1)and GDP(X5)had the weakest influence.As EMV are a relatively unique territorial spatial unit,the identification of their spatial heterogeneity characteristics not only deepens the research content of settlement geography,but also involves the assessment,protection,and development of Minority Villages,which is of great significance for the inheritance and utilization of excellent ethnic cultures in the era.

Radiative heat transfer analysis of a concave porous fin under the local thermal non-equilibrium condition:application of the clique polynomial method and physics-informed neural networks

The heat transfer through a concave permeable fin is analyzed by the local thermal non-equilibrium(LTNE)model.The governing dimensional temperature equations for the solid and fluid phases of the porous extended surface are modeled,and then are nondimensionalized by suitable dimensionless terms.Further,the obtained nondimensional equations are solved by the clique polynomial method(CPM).The effects of several dimensionless parameters on the fin's thermal profiles are shown by graphical illustrations.Additionally,the current study implements deep neural structures to solve physics-governed coupled equations,and the best-suited hyperparameters are attained by comparison with various network combinations.The results of the CPM and physicsinformed neural network(PINN)exhibit good agreement,signifying that both methods effectively solve the thermal modeling problem.

Econometric Modeling and Model Falsification

A recent literature on qualitative analysis has shown that its successful application in testing the consistency of the sign patterns of a proposed structure and an estimated reduced form was far less restricted than a previous literature had proposed. A frequent example used in this demonstration was the qualitative analysis of Klein’s Model I. For this, the proposed structural sign pattern was falsified by the sign pattern of the estimated reduced form. As a result, the subsequent application two-stage least squares would always find quantifications of the structure that could not possibly have resulted in the sign pattern of the estimated reduced form. We view this result as a diagnostic calling for further analysis. We show that the Klein model fails standard over identification tests. We make modest amendments to the model that resolves this problem but find that the resulting estimated reduced form still falsifies the structure, calling for further developmental effort. Our point is that qualitative falsification should be viewed as a diagnostic in developing a model, rather than a criterion for entirely dismissing the model.

An Improved Three-Dimensional Non-Equilibrium Mixing Pool Model

This paper presents an improved three-dimensional non-equilibrium mixing pool model.It is a simplified form of the original model and is more practical for applications.The simulation re-sults show that the industrial scale distillation tray columns can be described closely by the improvedmodel.The effects of model parameters,such as the number of mixing pools,the point efficiencyand flow pattern,on separation are analyzed quantitatively.

Econometric Study of Relationship between Change of Farmland Quantity and Policy of Farmland Protection in China

According to the data from Investigation Report of Land Use Change in China,The Land Resources Communique of China and Chronicle of Statistical Data for Five Decades of New China issued from Ministry of Land Resources,we select two indices:change of farmland quantity and policy of farmland protection.According to econometric theory,by using Eviewes 5.1 software,co-integration analysis,Granger causality test,impulse response and other analysis methods,we analyze the relationship between change of farmland quantity and policy of farmland protection in China since the reform and opening-up.The results show that there is long-term balanced relationship between change of farmland quantity and policy of farmland protection,and there is a certain mechanism restricting motion of variables between the two so as to make the two deviate from each other little and step towards balance in the long run;there is unilateral causality relationship between farmland change and policy of farmland protection,namely that the farmland change is the Granger cause of policy of farmland protection,while policy of farmland protection is not the Granger cause of farmland change;impulse response and variance decomposition indicate that farmland change plays the role of promoting policy of farmland protection continuously,and the role is strengthened along with prolonged lag period;the policy of farmland protection has strong inertia,because it is impacted by the former level of itself,and the policy of farmland protection plays insignificant role in promoting farmland quantity.Consequently,the important approach of solving problem of rapid decrease of farmland is to formulate long-term strategy,strengthen theoretical research of farmland protection and reinforce degree of formulation,implementation and surveillance of farmland protection policy.

Numerical simulation of anode heat transfer of nitrogen arc utilizing two-temperature chemical non-equilibrium model

A detailed understanding of anode heat transfer is important for the optimization of arc processing technology.In this paper,a two-temperature chemical non-equilibrium model considering the collisionless space charge sheath is developed to investigate the anode heat transfer of nitrogen free-burning arc.The temperature,total heat flux and different heat flux components are analyzed in detail under different arc currents and anode materials.It is found that the arc current can affect the parameter distributions of anode region by changing plasma characteristics in arc column.As the arc current increases from 100 A to 200 A,the total anode heat flux increases,however,the maximum electron condensation heat flux decreases due to the arc expansion.The anode materials have a significant effect on the temperature and heat flux distributions in the anode region.The total heat flux on thoriated tungsten anode is lower than that on copper anode,while the maximum temperature is higher.The power transferred to thoriated tungsten anode,ranked in descending order,is heat flux from heavy-species,electron condensation heat,heat flux from electrons and ion recombination heat.However,the electron condensation heat makes the largest contribution for power transferred to copper anode.

Numerical investigation on the flow characteristics of a reverse-polarity plasma torch by two-temperature thermal non-equilibrium modelling

A two-temperature(2 T)thermal non-equilibrium model is developed to address the thermal nonequilibrium phenomenon that inevitably exists in the reverse-polarity plasma torch(RPT)and applied to numerically investigate the plasma flow characteristics inside and outside the RPT.Then,a detailed comparison of the results of the 2 T model with those of the local thermal equilibrium(LTE)model is presented.Furthermore,the temperature of the plasma jet generated by a RPT and the RPT’s voltage are experimentally measured to compare and validate the result obtained by different models.The differences of the measured excitation temperature and the arc voltage between the 2 T model and experimental measurement are less than 13%and 8%,respectively,in all operating cases,validating the effectiveness of the 2 T model.The LTE model overestimates the velocity and temperature distribution of the RPT and its plasma jet,showing that thermal non-equilibrium phenomena cannot be neglected in the numerical modelling of the RPT.Unlike other common hot cathode plasma torches,the thermal non-equilibrium phenomenon is found even in the arc core of the RPT,due to the strong cooling effect caused by the big gas flow rate.

Toward a sustainable growth path in Arab economies:an extension of classical growth model

Background/Objectives:Many economies are on the trajectory of alternative growth drivers other than conventional capital and labor.Access to credit facilities is a pertinent indicator of economic growth.In line with the United Nations Sustainable Development Goals(UNSDGs-8)agenda,the national goal for sustainable development for most economies and Arab economies is no exception.Therefore,the current study adopts a traditional growth model by exploring the relationship between gross domestic product(GDP)per capita,credit for private sectors,ratio of exports,real GDP,and per labor force participants for selected Arab economies annually from 2001 to 2020.Research design:This study leverages the Fourier Kwiatkowski–Phillips–Schmidt–Shin(KPSS)unit root test and second-generation panel econometrics as estimation techniques,such as Westerlund and Edgerton panel cointegration test,and the use of two estimators,namely the augmented mean group(AMG)and common correlated error mean group(CCEMG),to obtain robust results.Findings:Empirical findings from Westerlund and Edgerton panel cointegration tests validate the long-run equilibrium relationship among the outlined variables.Further empirical results indicate that the share of exports is negatively significant with economic growth in countries such as Kuwait,Lebanon,Tunisia,and Jordan.Additionally,savings and labor force participation have a positive relationship with economic growth in individual countries such as Algeria and Bahrain.As per the panel,there is no significant relationship between labor force participation and economic growth.This indicates that the skilled labor force enhanced economic growth.Conclusions:These findings come with inherent far-reaching policy suggestions for economies and panels.Further details on country-specific policy actions are presented in the concluding section.

Three-Temperature Model Applied to Thermochemical Non-Equilibrium Reentry Flows in 2D—Seven Species

In this work, a study involving the fully coupled Euler and Navier-Stokes reactive equations is performed. These equations, in conservative and finite volume contexts, employing structured spatial discretization, on a condition of thermochemical non-equilibrium, are analyzed. High-order studies are accomplished using the Spectral method of Streett, Zang, and Hussaini. The high enthalpy hypersonic flows around a circumference, around a reentry capsule, along a blunt body, and along a double ellipse in two-dimensions are simulated. The Van Leer, Liou and Steffen Jr., and Steger and Warming flux vector splitting algorithms are applied to execute the numerical experiments. Three temperatures, which are the translational-rotational temperature, the vibrational temperature, and the electron temperature, are used to accomplish the numerical comparisons. Excellent results were obtained with minimum errors inferior to 6.0%. The key contribution of this work is the correct implementation of a three temperature model coupled with the implementation of three algorithms to perform the numerical simulations, as well the description of energy exchange mechanisms to perform more realistic simulations.

对外开放对全国统一大市场建设的影响研究:基于我国市场分割的视角

双循环新发展格局下,进一步扩大对外开放将成为我国构建全国统一大市场的关键。在分析对外开放影响全国统一大市场建设的理论机制基础上,选取2005—2020年中国省级面板数据,构建空间计量模型,检验对外开放对我国市场分割产生的空间溢出效应,并通过中介效应模型对理论机制进行检验。研究表明:对外开放能显著降低本地区的市场分割程度,具有正向的空间外溢效应;理论机制检验进一步发现,对外开放通过国企股份制改革、基础设施建设以及提高地区经济发展水平三条路径打破市场分割局面,对全国统一大市场建设产生积极效应。

财政分权、地方政府行为与经济绿色转型

依据2009—2019年省级面板数据,运用空间计量模型和中介效应模型,考量财政分权对经济绿色转型的影响。结果显示:财政分权促进本地经济绿色转型作用显著,但会阻碍相邻地区经济绿色转型进程。地方政府行为在二者之间发挥着中介作用,财政分权主要通过促进地方政府合理竞争、提高地方政府财政科技投入强度促进经济绿色转型,提高财政分权程度会强化地方保护主义行为,但地方保护主义行为对经济绿色转型的影响不显著。

知识产权国内贸易对“双循环”有效联动的影响效应

基于知识产权国内贸易、“双循环”有效联动的时空演化特征分析发现,二者发展变化具有显著的内在逻辑一致性。理论分析认为,知识产权国内贸易可以通过加快高水平自主创新、激发高品质消费需求等,对“双循环”有效联动产生显著的促进作用。进一步利用2001—2020年中国省级面板数据开展的计量检验结果表明,第一,知识产权国内贸易对“双循环”有效联动具有积极促进作用;第二,由于知识产权国内贸易、“双循环”有效联动水平存在显著的空间溢出效应,因此,知识产权国内贸易对“双循环”有效联动的促进作用不仅发生在本地区,而且对相邻地区的“双循环”有效联动也有积极促进效应;第三,知识产权国内贸易对“双循环”有效联动的促进作用,因各地区对外开放程度、人力资本水平、城镇化水平、消费水平和知识产权保护水平的差异而存在一定的“门槛特征”。上述研究不仅有助于深化认识知识产权国内贸易对“双循环”有效联动的现实影响和作用机制,而且对于如何通过加强知识产权国内贸易推动“双循环”互促互进也有重要的政策意义。

农户种植饲草料投入产出及种植行为影响因素研究——以内蒙古巴彦淖尔市杭锦后旗和磴口县为例

国内消费结构及农业结构调整背景下,中国畜牧业迅速发展,饲草料需求不断增加,但是国内饲草料供应不足、安全问题凸显。在“粮改饲”试点旗县进行实地调研,了解当地农户饲草料种植的投入产出情况,利用Logit、2SLS及LIML模型对农户种植饲草料行为的影响因素进行实证研究。结果显示,调查区域农户种植的饲草料主要以青贮玉米、苜蓿及燕麦草为主,种植苜蓿草的经济效益比其他饲草料高,2021年苜蓿草纯收益可达22 005元/hm^(2),比青贮玉米和燕麦草分别高出4 590元/hm^(2)元和12 180元/hm^(2),但是农户种植饲草料尤其苜蓿草的积极性并不高。探究农户选择种植饲草料行为的影响因素,发现政策激励、土地禀赋及组织制度因素对农户饲草料种植行为有显著的正向影响,提出政府应该尽快建立完善的土地流转市场体系,助力农户扩大种植规模,顺利进行种植业结构调整,加大饲草料种植面积,促进为养而种的良性循环,解决养殖业饲草料短缺问题以及鼓励各类合作社发挥合作制度优势,帮助农户降低种植饲草料的投入成本,拓宽饲草料的销售渠道,增加农民收入的对策建议。

数字经济如何赋能区域创新能力的提升?

基于2013—2020年省份的面板数据,分别构建了数字经济和区域创新能力的测度指标体系,运用空间杜宾模型分析数字经济发展对区域创新能力的影响。研究结果表明,数字经济发展显著促进区域创新能力提升,对区域创新实力、创新效率和创新潜力均有显著积极作用。同时,数字经济对区域创新能力具有显著的空间溢出效应,不仅提升本地区的创新能力,而且能够带动邻近地区创新能力的提升。进一步分析发现,金融发展水平和市场化程度是数字经济赋能区域创新能力的两条重要路径。异质性分析结果显示,相较于东部地区,数字经济发展对西部地区创新能力的改善效果显著。研究结论为新时代促进区域创新空间优化与协调发展提供理论支撑和政策建议。

绿水青山就是金山银山:生态环境对旅游经济影响的空间计量检验

“绿水青山就是金山银山”揭示了生态环境和经济发展的关系,探究生态环境质量对旅游经济的影响效应,有利于二者比翼双飞与协调发展。以2004-2019年中国31个省(直辖市、自治区,不含港澳台地区)为研究对象,利用空间自相关和空间面板杜宾模型探究生态环境质量对旅游经济的影响效应。结果表明:(1)生态环境质量和旅游经济发展的空间集聚性显著,空间关联性不断增强。(2)生态环境质量不仅对本地区旅游经济发展具有明显的促进作用,对相邻地区也具有溢出效应与示范作用。(3)生态环境质量作为影响旅游经济发展的重要因素,但不能忽略接待设施、资源禀赋、劳动力投入、物质资本、经济发展水平等多维要素的综合作用。要综合考量这些要素,才能促进“绿水青山”向“金山银山”的转换,实现生态环境与旅游经济的协调、健康、高效发展。

基于计量模型的区域数字经济能力研究

利用计量模型研究区域数字经济能力是一项复杂的任务,涉及数据收集、模型选择、变量构建和结果解释。以2015-2020年中国280个城市的数据作为面板数据,利用计量模型研究数字经济、经济集聚与区域创新能力之间的关系。通过计量模型对数据的分析,验证了提出计量模型的有效性,同时依据模型可以得到如下分析结果,首先是数字经济对区域创新能力具有正相关性,但呈现出边际效应递增趋势,其次经济集聚在数字经济与区域创新能力之间存在中介效应,同时中等城市的数字经济对区域创新能力的促进作用最显著,而大城市,超大城市和小城市的不显著。

中国数字经济空间网络及溢出效应研究

随着数字技术的蓬勃发展,数字经济成为一种全新的经济模式,为改善供需匹配、提升资源配置和促进经济转型升级提供了强大动力。为了全面分析数字经济发展的整体情况和空间关系,首先,对中国的31个省、区、市建立了数字经济评价指标体系,并通过修正的引力模型计算引力值,进而构建空间网络;然后,通过全局莫兰指数探究数字经济发展水平在空间上的依赖关系;最后,建立时空双固定杜宾模型,分析数字经济发展水平的影响因素和溢出效应。结果表明:中国数字经济发展空间网络不够紧密,区域间差异明显,邻近相依;城镇化水平的提升不仅促进本省、区、市的数字经济发展,还能间接带动邻省、区、市的发展,有很强的空间溢出效应,但人力资本水平对周边地区的数字经济发展有抑制效应。

中国城市全要素生产率测度与要素空间溢出效应分析

在合理构建嵌入空间计量模型的CD生产函数基础上,使用2000—2018年中国258个地级及以上城市数据,测度纳入要素空间溢出效应的中国城市全要素生产率,并通过此生产函数模型对中国258个城市和5大城市群的资本和劳动要素空间溢出效应进行分解,探究其辐射带动能力。研究发现:①在时序发展上,中国城市全要素生产率整体略有下降,但近期有上升的趋势。在空间演变上,中国南部和北部城市全要素生产率变化明显,东部和西部城市全要素生产率则保持稳定。②纳入要素空间溢出效应的城市全要素生产率测度结果比未纳入要素空间溢出效应的城市全要素生产率测度结果平均高0.4663,说明要素空间溢出效应对城市全要素生产率有正向促进作用。③在城市层面上,环渤海城市、长三角城市、珠三角城市和国家中心城市要素空间溢出效应较强,中西部城市要素空间溢出效应较弱。在城市群层面上,长三角城市群要素空间溢出效应较高,成渝城市群要素空间溢出效应较低。