交互效应,动态面板模型的Blinder-Oaxaca分解与仿真

发布时间：2018-04-17 07:22

本文选题：Blinder-Oaxaca分解 + 交互效应　；参考：《系统工程理论与实践》2017年04期

【摘要】：交互效应非线性动态面板模型的Blinder-Oaxaca分解,适用于剖析履责/失责企业收益差距成因等社会经济问题.本文基于企业收益对企业行为,政策调整和金融市场冲击等的动态响应机制,将交互效应,动态项引入非线性静态面板模型,仿真检验交互效应,动态面板模型Blinder-Oaxaca分解的有限样本性质.结果显示:企业行为,政策调整和金融市场冲击异质影响履责/失责群组收益,两者收益差距能有效地被交互效应,非线性动态面板模型的Blinder-Oaxaca分解解释.禀赋效应与歧视效应的整体仿真相对误差仅为0.07%,Blinder-Oaxaca分解具有良好的相对估计精度和有限样本性质.
[Abstract]:The Blinder-Oaxaca decomposition of the interactive nonlinear dynamic panel model is suitable for analyzing the social and economic problems such as the gap between the corporate income and the default.Based on the dynamic response mechanism of enterprise income to enterprise behavior, policy adjustment and financial market impact, this paper introduces the interaction effect and dynamic term into the nonlinear static panel model, and tests the interaction effect by simulation.Finite sample properties of Blinder-Oaxaca decomposition for dynamic panel model.The results show that corporate behavior, policy adjustment and financial market impact heterogeneously affect the performance / default group income, and the income gap between them can be effectively explained by the Blinder-Oaxaca decomposition of nonlinear dynamic panel model.The relative error of the whole simulation of endowment effect and discrimination effect is only 0.07% Blinder-Oaxaca decomposition has good relative estimation accuracy and finite sample property.
【作者单位】：中国中投证券博士后工作站;华中科技大学经济学院;
【基金】：全国优秀博士学位论文作者专项资金(201304) 国家自然科学基金(71271096) 中国博士后科学基金(2016M602558)~~
【分类号】：F224;F272

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