第二產(chǎn)業(yè)GDP增長(zhǎng)的多因素分析VIP

1、第二產(chǎn)業(yè)gdp增長(zhǎng)的多因素分析 主要內(nèi)容：從1978年至今，第二產(chǎn)業(yè)的gdp占gdp總量的比重逐年提高，到2003年，已經(jīng)達(dá)到52%。第二產(chǎn)業(yè)的發(fā)展對(duì)于國(guó)民經(jīng)濟(jì)的發(fā)展至關(guān)重要。本文旨在研究資本、勞動(dòng)、教育水平與第二產(chǎn)業(yè)gdp形成的關(guān)系。關(guān)鍵字：生產(chǎn)函數(shù)，就業(yè)人數(shù)，資本形成額，教育支出一、經(jīng)濟(jì)理論：產(chǎn)出增長(zhǎng)是通加增加要素投入和通過(guò)源于技術(shù)進(jìn)步所導(dǎo)致的生產(chǎn)率提高和生產(chǎn)能力更強(qiáng)的勞動(dòng)大軍實(shí)現(xiàn)的。生產(chǎn)函數(shù)提供了投入與產(chǎn)出之間的數(shù)量關(guān)系。 若僅考慮勞動(dòng)和資本，生產(chǎn)函數(shù)的一般公式是y=af(k,n) ,即產(chǎn)出y取決于資本和勞動(dòng)投入（k，l）和技術(shù)水平a。特別的，對(duì)柯布-道格拉斯函數(shù)，有y=akalb。這個(gè)

2、函數(shù)可以對(duì)經(jīng)濟(jì)進(jìn)行比較準(zhǔn)確的描述，例如，對(duì)美國(guó)而言，a=0.25,b=0.75與其現(xiàn)實(shí)經(jīng)濟(jì)相當(dāng)相近。 除此之外，自然資源和人力資本也是兩種重要的投入。人力資本投資即通過(guò)學(xué)校教育，在職培訓(xùn)和其他手段來(lái)增加工人的技巧和才能，這與實(shí)物投資導(dǎo)致的實(shí)物資本增加是相同的。增加了人力資本h的生產(chǎn)函數(shù)可以寫(xiě)做：y=af（k，h，n）。在工業(yè)化國(guó)家中，人力資本的要素分額較大，比如曼昆的一篇文章中就指出，生產(chǎn)函數(shù)中實(shí)物資本，非熟練勞動(dòng)力和人力資本的要素分額各占1/3。二、模型的建立和數(shù)據(jù)搜集：由y=a*f（k，h，l），若生產(chǎn)函數(shù)采用類(lèi)似柯布-道格拉斯生產(chǎn)函數(shù)的形式，并進(jìn)行對(duì)數(shù)變換得到：lny=lna+alnk+

3、blnl+clnh用y代表第二產(chǎn)業(yè)gdp，k與l分別代表資本和勞動(dòng)投入，人力資本用教育費(fèi)用支出e代替，可以得到以下模型： lny=c+alnk+blnl+clne+u 數(shù)據(jù)：年份第二產(chǎn)業(yè)就業(yè)人數(shù)第二產(chǎn)業(yè)gdp教育費(fèi)用支出資本形成197869451745.275.051377.9197972141913.593.161474.2198077072192114.151590198180032255.5122.791581198283462383137.611760.2198386792646.2155.242005198495903105.7180.882468.61985103843866.62

4、26.8333861986112164492.7274.7238461987117265251.6293.9343221988121526587.2356.6654951989119767278412.3960951990138567717.4462.4564441991140159102.2532.39751719921435511699.5621.71963619931496516428.5754.91499819941531222372.21018.7819260.619951565528537.91196.652387719961620333612.91415.7126867.2199

5、71654737222.71545.8228457.619981660038619.31726.329545.919991642140557.81927.3230701.620001621944935.32179.5232499.8200116284487502636.8437460.820021578052980.23105.9942304.920031607761274.13351.3251382.7將所有數(shù)據(jù)取對(duì)數(shù)后輸入eviews從經(jīng)濟(jì)意義上考慮到當(dāng)年的教育支出對(duì)產(chǎn)出的影響可能存在滯后，采用granger檢驗(yàn)，可以得到當(dāng)之后長(zhǎng)度為2時(shí)，e是引起y變化的原因，故模型修改為：lny=c+a

6、lnk+blnl+clne（-2）+u三、模型的估計(jì)和檢驗(yàn)：1）平穩(wěn)性檢驗(yàn)：?jiǎn)挝桓鶛z驗(yàn)lny adf 一階差分 只有截距項(xiàng) 滯后3階adf test statistic-2.807303 1% critical value*-3.7856 5% critical value-3.0114 10% critical value-2.6457*mackinnon critical values for rejection of hypothesis of a unit root.augmented dickey-fuller test equationdependent variable: d(l

7、ny,2)method: least squaresdate: 06/14/05 time: 10:15sample(adjusted): 1983 2003included observations: 21 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. d(lny(-1)-0.5812070.207034-2.8073030.0126d(lny(-1),2)0.5973570.2186002.7326520.0148d(lny(-2),2)0.0187300.2225440.0841650.934

8、0d(lny(-3),2)0.2935510.2070491.4177850.1754c0.0900170.0334642.6899590.0161r-squared0.446263 mean dependent var0.004307adjusted r-squared0.307828 s.d. dependent var0.066967s.e. of regression0.055715 akaike info criterion-2.732888sum squared resid0.049666 schwarz criterion-2.484192log likelihood33.695

9、32 f-statistic3.223642durbin-watson stat1.883066 prob(f-statistic)0.040398以10%的標(biāo)準(zhǔn)lny不存在單位根，一階差分平穩(wěn)。lnk adf 一階差分 只有截距項(xiàng) 滯后3階adf test statistic-3.012373 1% critical value*-3.7856 5% critical value-3.0114 10% critical value-2.6457*mackinnon critical values for rejection of hypothesis of a unit root.augme

10、nted dickey-fuller test equationdependent variable: d(lnk,2)method: least squaresdate: 06/14/05 time: 10:19sample(adjusted): 1983 2003included observations: 21 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. d(lnk(-1)-0.8981760.298162-3.0123730.0083d(lnk(-1),2)0.4042240.258497

11、1.5637490.1374d(lnk(-2),2)0.2826120.2402811.1761750.2567d(lnk(-3),2)0.3104540.2277361.3632180.1917c0.1415370.0493952.8654030.0112r-squared0.380186 mean dependent var0.004144adjusted r-squared0.225232 s.d. dependent var0.102694s.e. of regression0.090392 akaike info criterion-1.765057sum squared resid

12、0.130733 schwarz criterion-1.516361log likelihood23.53309 f-statistic2.453546durbin-watson stat2.004426 prob(f-statistic)0.088031以5%的標(biāo)準(zhǔn)，沒(méi)有單位根，一階差分平穩(wěn)。lnl adf只有截距項(xiàng)和趨勢(shì) 滯后1階一階差分 adf test statistic-3.628678 1% critical value*-4.4167 5% critical value-3.6219 10% critical value-3.2474*mackinnon critical va

13、lues for rejection of hypothesis of a unit root.augmented dickey-fuller test equationdependent variable: d(lnl,2)method: least squaresdate: 06/14/05 time: 10:22sample(adjusted): 1981 2003included observations: 23 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. d(lnl(-1)-1.3032

14、520.359153-3.6286780.0018d(lnl(-1),2)0.0196830.2279610.0863460.9321c0.1054470.0334553.1519390.0052trend(1978)-0.0045070.001580-2.8527530.0102r-squared0.632964 mean dependent var-0.002063adjusted r-squared0.575011 s.d. dependent var0.051344s.e. of regression0.033472 akaike info criterion-3.799468sum

15、squared resid0.021287 schwarz criterion-3.601991log likelihood47.69389 f-statistic10.92201durbin-watson stat1.991014 prob(f-statistic)0.000216以5%的標(biāo)準(zhǔn)，沒(méi)有單位根，一階差分平穩(wěn)lne(-2) adf 有趨勢(shì)和截距項(xiàng) 滯后1階一階差分adf test statistic-4.419992 1% critical value*-4.4415 5% critical value-3.6330 10% critical value-3.2535*mackin

16、non critical values for rejection of hypothesis of a unit root.augmented dickey-fuller test equationdependent variable: d(lne1,2)method: least squaresdate: 06/14/05 time: 11:28sample(adjusted): 1982 2003included observations: 22 after adjusting endpointsvariablecoefficientstd. errort-statisticprob.

17、d(lne1(-1)-1.5774320.356886-4.4199920.0003d(lne1(-1),2)0.2059900.2192470.9395310.3599c0.0184120.0359670.5119120.6149trend(1978)-0.0013230.002272-0.5820980.5677r-squared0.702869 mean dependent var0.001932adjusted r-squared0.653348 s.d. dependent var0.113284s.e. of regression0.066698 akaike info crite

18、rion-2.414312sum squared resid0.080076 schwarz criterion-2.215940log likelihood30.55743 f-statistic14.19315durbin-watson stat2.064102 prob(f-statistic)0.000054以5%的標(biāo)準(zhǔn)，沒(méi)有單位根，一階差分平穩(wěn)綜上，模型中的變量都是一階差分平穩(wěn)。對(duì)變量進(jìn)行回歸ls lny c lnk lnl lne（-2）dependent variable: lnymethod: least squaresdate: 06/14/05 time: 11:31sam

19、ple(adjusted): 1980 2003included observations: 24 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. c3.6123801.0467783.4509510.0025lnk0.9203680.07564512.166900.0000lnl-0.3874810.141687-2.7347670.0128lne(-2)0.1642600.0673732.4380810.0242r-squared0.998259 mean dependent var9.37406

20、3adjusted r-squared0.997998 s.d. dependent var1.164977s.e. of regression0.052123 akaike info criterion-2.919421sum squared resid0.054336 schwarz criterion-2.723078log likelihood39.03305 f-statistic3823.231durbin-watson stat0.654112 prob(f-statistic)0.000000r2=0.998259 擬合程度很好， f=3823.231 通過(guò)了f檢驗(yàn)，模型設(shè)定正

21、確。回歸結(jié)果，得： lny=3.612380 +0.920368lnk0.387481lnl+0.164260lne(-2)（各參數(shù)均通過(guò)t檢驗(yàn)）對(duì)殘差項(xiàng)進(jìn)行平穩(wěn)性檢驗(yàn)，單位根檢驗(yàn)0階，沒(méi)有趨勢(shì)和截距，滯后一階adf test statistic-2.108609 1% critical value*-2.6756 5% critical value-1.9574 10% critical value-1.6238*mackinnon critical values for rejection of hypothesis of a unit root.augmented dickey-full

22、er test equationdependent variable: d(r2)method: least squaresdate: 06/14/05 time: 11:34sample(adjusted): 1982 2003included observations: 22 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. r2(-1)-0.4605980.218437-2.1086090.0478d(r2(-1)0.2609930.2386241.0937440.2871r-squared0.1

23、46646 mean dependent var-0.008221adjusted r-squared0.103978 s.d. dependent var0.040171s.e. of regression0.038026 akaike info criterion-3.614601sum squared resid0.028919 schwarz criterion-3.515415log likelihood41.76061 f-statistic3.436934durbin-watson stat1.816806 prob(f-statistic)0.078563以5%的標(biāo)準(zhǔn)，沒(méi)有單位

24、根，平穩(wěn)。說(shuō)明存在協(xié)整。故說(shuō)明以上長(zhǎng)期關(guān)系方程的變量選擇合理，回歸系數(shù)具有經(jīng)濟(jì)意義，即：lny=3.612380 +0.920368lnk0.387481lnl+0.164260lne(-2)誤差校正：lnyi=lnytlnyt-1 lnki=lnktlnkt-1 lnli=lnltlnlt-1 lnei=lnetlnet-1 r=residdependent variable: lny1method: least squaresdate: 06/14/05 time: 10:52sample(adjusted): 1983 2003included observations: 21 afte

25、r adjusting endpointsvariablecoefficientstd. errort-statisticprob. c0.0213630.0053044.0275090.0012lnk10.8940320.01928746.353850.0000lnk1(-1)0.1008110.0195535.1556970.0001lnl1-0.2951410.036564-8.0719200.0000r0.9752030.04141123.549450.0000r(-1)-0.8331370.051257-16.254240.0000lne1(-4)-0.0701980.027907-

26、2.5153950.0247r-squared0.996762 mean dependent var0.154619adjusted r-squared0.995374 s.d. dependent var0.083807s.e. of regression0.005700 akaike info criterion-7.235415sum squared resid0.000455 schwarz criterion-6.887241log likelihood82.97185 f-statistic718.2057durbin-watson stat2.664799 prob(f-stat

27、istic)0.000000回歸得到短期動(dòng)態(tài)方程：lny1=0.021363+0.894032lnk1+0.100811lnk1(-1)-0.295141lnl1- 0.070198lne1(-4)+0.975203r-0.833137r(-1)-2）計(jì)量經(jīng)濟(jì)學(xué)檢驗(yàn)對(duì)長(zhǎng)期模型進(jìn)行異方差檢驗(yàn)：arch test:f-statistic0.874324 probability0.473763obs*r-squared2.807036 probability0.422343test equation:dependent variable: resid2method: least squaresdat

28、e: 06/15/05 time: 11:45sample(adjusted): 1983 2003included observations: 21 after adjusting endpointsvariablecoefficientstd. errort-statisticprob. c0.0016580.0013371.2406910.2316resid2(-1)0.2342690.3662400.6396590.5309resid2(-2)-0.3322760.348164-0.9543670.3533resid2(-3)0.4128180.3547091.1638220.2606

29、r-squared0.133668 mean dependent var0.002230adjusted r-squared-0.019214 s.d. dependent var0.003111s.e. of regression0.003141 akaike info criterion-8.519183sum squared resid0.000168 schwarz criterion-8.320227log likelihood93.45143 f-statistic0.874324durbin-watson stat1.693624 prob(f-statistic)0.47376

30、3t值都小于2，沒(méi)有異方差white heteroskedasticity test:f-statistic2.726168 probability0.048331obs*r-squared11.76869 probability0.067333test equation:dependent variable: resid2method: least squaresdate: 06/30/05 time: 18:41sample: 1980 2003included observations: 24variablecoefficientstd. errort-statisticprob. c-

31、2.5804821.840997-1.4016760.1790lnk-0.0152300.056131-0.2713370.7894lnk20.0010460.0029950.3491290.7313lnl0.5794110.4186621.3839580.1843lnl2-0.0298950.021690-1.3782800.1860lne(-2)-0.0500310.027073-1.8479720.0821lne(-2)20.0035060.0020381.7205630.1035r-squared0.490362 mean dependent var0.002264adjusted r

32、-squared0.310490 s.d. dependent var0.002979s.e. of regression0.002473 akaike info criterion-8.928022sum squared resid0.000104 schwarz criterion-8.584423log likelihood114.1363 f-statistic2.726168durbin-watson stat2.184959 prob(f-statistic)0.048331t值都小于2，所以沒(méi)有異方差。長(zhǎng)期模型存在自相關(guān)，使用迭代法修正dependent variable: ln

33、ymethod: least squaresdate: 06/15/05 time: 12:18sample(adjusted): 1981 2003included observations: 23 after adjusting endpointsconvergence achieved after 21 iterationsvariablecoefficientstd. errort-statisticprob. c0.5225072.0845840.2506530.8049lnk0.7710150.0771279.9967040.0000lnl0.0245400.2404990.102

34、0390.9199lne(-2)0.2496640.0830813.0050750.0076ar(1)0.7228630.1745814.1405690.0006r-squared0.999181 mean dependent var9.447171adjusted r-squared0.998999 s.d. dependent var1.133470s.e. of regression0.035853 akaike info criterion-3.629138sum squared resid0.023137 schwarz criterion-3.382291log likelihood46.73508 f-statistic5492.676durbin-watson stat1.739477 prob(f-statistic)0.000000inverted ar roots .72樣本容量23個(gè)，3個(gè)解釋變量，查表，得：du=1.660,dw=1.7394771.660