变系数面板数据回归模型及其应用研究

发布时间：2018-06-26 18:03

本文选题：电力消费 + 经济增长　；参考：《华北电力大学(北京)》2017年硕士论文

【摘要】：随着经济的快速发展,我国已成为电力消费第一大国,如何协调好电力消费和经济增长之间的关系已成为我国面临的巨大挑战。因此,准确把握电力消费和经济增长之间的内在关系,对经济的持续发展以及电力能源政策的制定都将有极大的帮助。首先介绍了我国近些年来电力消费和经济增长的情况;然后介绍了面板单位根检验理论,面板协整检验理论,变系数面板数据模型理论、Hausman检验以及模型的设定检验,为后面的实证分析提供了理论基础。本文以面板数据为基础,对我国各省区1995-2013年间的电力消费和经济增长数据进行面板单位根检验和面板协整检验。结果表明:电力消费与经济增长均为一阶单整序列过程,电力消费与经济增长(GDP)之间存在协整关系;分位数模型不能很好的反映电力消费对经济增长的影响程度大小,为了解决这个问题,论文运用变系数面板数据回归模型对我国各地区电力消费和经济增长的关系进行了研究分析,结果表明:我国电力消费从空间上看,大体呈现出中间高两头低的趋势,即中部地区电力消费对经济增长影响程度最大,东部地区次之,西部地区影响程度最小;从经济发展水平来看,发达地区与欠发达地区的影响程度也各不相同,发达地区对电力消费的依赖性依然很大,这可能与我国各地区的经济结构或太阳能等清洁能源的合理利用有关;分位数回归结果只是得出了不同分位点处电力消费和经济增长的因果关系,而变系数面板模型不仅可以得到不同地区电力消费和经济增长的关系,同时也可以得到不同地区影响程度的大小。因此,我们可以加大对各地区电力能源的合理利用,为我国建立能源节约型社会提供了有力的依据。
[Abstract]:With the rapid development of economy, our country has become the largest country in power consumption. How to coordinate the relationship between electricity consumption and economic growth has become a great challenge for our country. Therefore, accurate understanding of the internal relationship between electricity consumption and economic growth will be of great help to the sustainable development of economy and the formulation of power energy policy. This paper first introduces the situation of electricity consumption and economic growth in China in recent years, then introduces the panel unit root test theory, panel cointegration test theory, variable coefficient panel data model theory and Hausman test and model setting test. It provides the theoretical basis for the empirical analysis. Based on panel data, this paper applies panel unit root test and panel cointegration test to the data of electric power consumption and economic growth from 1995 to 2013 in all provinces of China. The results show that both electricity consumption and economic growth are first-order single-integer sequence processes, and there is cointegration relationship between electricity consumption and economic growth (GDP), and the quantile model can not well reflect the extent of the influence of electricity consumption on economic growth. In order to solve this problem, the paper uses variable coefficient panel data regression model to study and analyze the relationship between electricity consumption and economic growth in various regions of China. In general, there is a trend of high and low in the middle, that is, the power consumption in the central region has the greatest impact on economic growth, followed by the eastern region, and the lowest in the western region; from the perspective of the level of economic development, The degree of influence between the developed regions and the less developed regions is different, and the dependence of the developed regions on the electricity consumption is still very large, which may be related to the economic structure of various regions in China or the rational utilization of clean energy such as solar energy. The quantile regression results only show the causality between electricity consumption and economic growth at different loci, and the variable coefficient panel model can not only obtain the relationship between electricity consumption and economic growth in different regions. At the same time, the degree of influence of different regions can also be obtained. Therefore, we can increase the rational use of electric energy in various regions, and provide a strong basis for the establishment of energy-saving society in China.
【学位授予单位】：华北电力大学(北京)
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F426.61;O212

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