我國房地產(chǎn)行業(yè)的生產(chǎn)函數(shù)模型(編輯修改稿)
2025-02-14 00:09 本頁面
【文章內(nèi)容簡介】 明該模型具有多重共線性。（2）異方差檢驗下面我們首先通過ARCH檢驗看我們可以看我們的模型是否存在異方差。ARCH Test:1階Fstatistic ProbabilityObs*Rsquared ProbabilityTest Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 06/13/05 Time: 19:32Sample(adjusted): 1992 2003Included observations: 12 after adjusting endpointsVariableCoefficientStd. ErrortStatisticProb. CRESID^2(1)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)ARCH Test:2階Fstatistic ProbabilityObs*Rsquared ProbabilityTest Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 06/13/05 Time: 19:30Sample(adjusted): 1993 2003Included observations: 11 after adjusting endpointsVariableCoefficientStd. ErrortStatisticProb. CRESID^2(1)RESID^2(2)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)ARCH Test:3階Fstatistic ProbabilityObs*Rsquared ProbabilityTest Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 06/13/05 Time: 19:32Sample(adjusted): 1994 2003Included observations: 10 after adjusting endpointsVariableCoefficientStd. ErrortStatisticProb. CRESID^2(1)RESID^2(2)RESID^2(3)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)通過ARCH的3階的檢驗，我們發(fā)現(xiàn)P值均大于5%，且t值檢驗均小于2，則認為不存在異方差。又由于是小樣本，所以不進行WHITE檢驗。（3）自相關(guān)檢驗。DurbinWatson stat=，當(dāng)K’=2，n=13時，查表得du=，4du=，則模型不存在自相關(guān)。模型的修正對于模型具有的多重共線性，從經(jīng)濟意義上解釋，是由于勞動力的增長同資本的增長隨時間的變化呈高度相關(guān)。假設(shè)已知規(guī)模報酬不變，在生產(chǎn)函數(shù)Q=f(L,K)=ALaKb中，即a+b=1。則原函數(shù)可以變?yōu)椋篞=ALaK1a，從而Q/k=A（L/K）a，其中Q/K為資本產(chǎn)出率，L/K為勞動對資本的投入率。兩邊取對數(shù)得：Ln（Q/K）=LnA+aLn（L/K），這時求參數(shù)的估計值就避免了原模型的多重共線性。經(jīng)過調(diào)整得數(shù)據(jù)：表2年度房地產(chǎn)經(jīng)營總收入Q單位：億元年度投資完成額K單位：億元平均從業(yè)人數(shù)單位：萬人Ln（Q/K）Ln（L/K）1991199219931994199519961997199819992000200120022003一、數(shù)據(jù)平穩(wěn)性檢驗（1）對于Ln（Q/K），0階差分，有趨勢和截距項，滯后3階：ADF Test Statistic 1% Critical Value* 5% Critical Value 10% Critical Value*MacKinnon critical values for rejection of hypothesis of a unit root.Augmented DickeyFuller Test EquationDependent Variable: D(LNQK)Method: Least SquaresDate: 06/14/05 Time: 11:28Sample(adjusted): 1995 2003Included observations: 9 after adjusting endpointsVariableCoefficientStd. ErrortStatisticProb.
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