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关键词： 计量经济学   教学改革   案例式教学   问题驱动教学   对策  

摘要： 本文分析了本科计量经济学课程的教学现状及存在的问题。通过对教材的选用、教学方法的改革,特别是通过在加强案例教学的同时,采用问题驱动教学法,在培养学生的应用能力方面对本科计量经济学课程教学改革提出了对策建议。

摘要： My dissertation consists of three essays on spatial econometrics. The first essay, “Model Selection Using J-test for the Spatial Autoregressive Model vs. the Matrix Exponential Spatial Model”, studies the non-nested model selection problem between the spatial Autoregressive (SAR) model and the matrix exponential spatial specification (MESS) model .We use the 2SLS and GMM methods to implement the J-test procedure and derive several test statistics under the GMM framework. We also extend the J-test procedure to the setting when error terms in the model are with unknown heteroskedasticity. Monte Carlo results suggest with strong spatial dependence the J-test statistics have good power to distinguish the SAR and MESS models. In Essay Two, “Bayesian Estimation and Model Selection for Spatial Durbin Error Model with Finite Distributed Lags”, we consider the Bayesian MCMC estimation of the model with a smoothness prior. The corresponding Bayesian model selection procedure for the SDEM model, the SAR model and the MESS model are studied and expressions of the marginal likelihood of the three models are derived. Simulation results suggest that the Bayesian estimates of high order spatial distributed lag coefficients are more precise than the maximum likelihood estimates. When the data is generated with a general declining pattern or a uni-modal pattern of spatial externalities, the SDEM model can better capture the pattern than the SAR and MESS models in most cases. We apply the estimation and model selection procedure to study the effect of right to work (RTW) laws on manufacturing employment. My job market paper, “Bayesian Estimation of a Spatial Autoregressive Model with an Unobserved Endogenous Spatial Weight Matrix and Unobserved Factors”, examines the specification and estimation of the SAR model with new features. Motivated by the spillover effects of state medicaid spending on welfare programs, we combine all these new features together for the first time in the SAR

关键词： Public Policy   Quasi-experimental Method   Thesis  

摘要： This dissertation analyzes the effects of three public policies using quasi-experimental methods. These policies include U.S. cell phone bans that prevent drivers from using cell phones while driving, U.S. castle doctrine laws that justify using lethal force in self-defense situations, and China’s marriage registration reform that simplifies the marriage and divorce process. I first examine if cell phone bans change driver behavior. Using data on observed driver cell phone usage combined with a difference-in-differences approach that exploits the within-state variation in the adoption of bans, I find prohibiting drivers from texting and talking on handheld cell phones reduces each by 60 and 50 percent, respectively. This suggests the policy is effective at reducing the targeted behavior. Combined with findings that show cell phone bans do not reduce traffic accidents and casualties, I further discuss other factors and behavioral responses that may counteract the reduction in observed usage. Next, I investigate if castle doctrine laws deter crime or escalate violence by lowering the expected cost of using lethal force and increasing the expected cost of committing violent crime. Using a similar difference-in-differences strategy, I find the laws do not deter burglary, robbery, or aggravated assault. In contrast, they lead to a statistically significant 8 percent net increase in the number of reported murders and non-negligent manslaughters. Finally, I evaluate the marital consequences of easier access to divorce and marriage by exploiting a major policy change in China that simplify both. To distinguish the causal effect from the effect of other confounding factors, I use a regression discontinuity design to compare annual changes in divorce and marriage rates just before and just after the adoption of the 2003 Regulations on Marriage Registration. Results indicate that lower cost of divorce and marriage immediately triggered faster growth in divorce and marriage rat

关键词： 城市化   经济增长   面板数据模型   计量经济学  

摘要： 改革开放以来，我国的城市化发展水平不断提高，经济也得到了一个快速的发展。目前，我国正在从一个农业型大国逐渐向工业型、服务型大国转变，这就必然会导致很多农村劳动力向城市转移，从而将对我国经济的发展产生一定的影响，城市化发展水平在经济增长中的作用越加凸显，这也已经得到了很多国内外学者的一致同意。另外，在城市化快速发展的前提下，经济的增长必然会使得我国能源消耗量、居民受教育水平不断提高，城乡收入差距不断缩小，第二和第三产业在产业结构中的比重越来越重，总之这些因素在经济增长的过程中发挥了越来越重要的作用。如何度量我国城市化进程中经济增长的影响因素的作用以及如何权衡好这些因素对经济增长的影响，是我们目前不可回避并且继续解决的问题，这样才能有效发挥其对经济增长的作用。　　本文在之前学者研究的基础上将城市化进程中影响经济增长的几个主要变量整合起来整体分析，这样能更确切的反应出经济增长的影响因素。并采用计量经济学的方法，利用固定效应的变系数面板数据模型来分析这些因素对经济增长的影响。本文先介绍了已有的在研究城市化与经济增长方面的理论成果，界定好城市化、经济增长和有关变量的范畴，随后利用因子分析法得出我国各省份的城市化发展水平的综合得分，接着又介绍了有关的面板数据的计量方法，对我国除了西藏以外的30个省份的2000～2011年的相关变量进行实证分析，实证结果表明，在城市化进程中，能源的消耗、产业结构对经济的增长起到了关键性的作用，其次是城市化发展水平、城乡收入差距、受教育程度。并且在所有的影响因素中，城市化发展水平、能源消耗、受教育程度、产业结构对经济的影响呈正向推动作用，而城乡收入差距与经济的增长呈负相关关系，这些实证结果都表明了城市化在现代经济发展中的重要性。最后本文针对在城市化进程中提高经济的增长速度提出了若干政策建议。

关键词： 计量经济学   经济计量学   数量经济学   时间序列   实证分析   经典教材   沃森   詹姆斯  

摘要： 引进版经典教材计量经济学导论詹姆斯·H·斯托克等(第三版)69.00元该书的两位作者詹姆斯·H·斯托克与马克·W·沃森都是计量经济学领域的权威,尤其以时间序列的研完更为出众。该书将现实世界的问题和数据与理论的发展联系起来,并且认真对待实证分析中大量的重要发现,给出的理论和假设都与应用相符、适合初学者使用。

关键词： Semiparametric   Cross-Validation   Bandwidth Selection   Factor Analysis   Number of Factors   Purchasing Power Parity   Varying Coefficient Models   Thesis  

摘要： This dissertation aims at investigating the theory and application of semiparametric econometrics. I first inspect the selection of optimal bandwidth using the cross-validation method for the kernel estimation of cumulative distribution/survivor functions. Then, I analyze the determination of the number of factors with the methods of principal component and information criteria. I also show the application of semiparametric methods to "purchasing power parity" puzzle. Firstly, I propose a data-driven least squares cross-validation method to optimally select smoothing parameters for the nonparametric estimation of cumulative distribution/ survivor functions. The general multivariate covariates can be continuous, discrete/ordered categorical or a mix of either. I establish the asymptotic optimality of least squares cross-validation method. Also, I show that the estimators of cumulative distribution/survivor functions using the smoothing parameters selected by the proposed method is asymptotically normally distributed. Monte Carlo simulation verifies the finite-sample properties of the least squares cross-validation method. Secondly, I provide some discussions on the econometric theory for factor models of large dimensions where the number of factors (r) is allowed to increase as the two dimensions, cross-sections (N) and time dimensions (T) increase. I mainly focus on the determination of the number of factors. I extend the existing panel criteria to high dimension case where r may be increasing with N or T. I show that the number of factors can be consistently estimated using the criteria. Also, Monte-Carlo simulation demonstrates the finite sample properties of the proposed estimating method. Lastly, I consider an empirical application of semiparametric econometrics to the problem of purchasing power parity (hereafter PPP) hypothesis test. Traditional linear cointegration tests of PPP hypothesis often lead to rejection of the PPP hypothesis. More recent studies allo

关键词： Bayesian Econometrics   Model Comparison   Real Interest Rate   Real Output   Trend-cycle Decomposition   Economics  

摘要： This dissertation explores important macroeconomics issues based on Bayesian Econometrics tools developed. One goal of the first chapter of the dissertation is to develop an efficient Markov-Chain Monte Carlo (MCMC) algorithm for estimating an ARMA model with a regime-switching mean, based on a multi-move sampler. Unlike the existing algorithm of Billio et al. (1999) based on a single-move sampler, our algorithm can achieve reasonably fast convergence to the posterior distribution even when the latent regime indicator variable is highly persistent or when there exist absorbing states. Another goal of the first chapter is to appropriately investigate the dynamics of the latent ex-ante real interest rate (EARR) in the presence of structural breaks, by employing the econometric tool developed. We argue Garcia and Perron's (1996) conclusion that the EARR rate is a constant subject to occasional jumps may be sample-specific. For an extended sample that includes recent data, Garcia and Perron's (1996) AR(2) model of EPRR may be misspecified, and we show that excluding the theory-implied moving-average terms may understate the persistence of the observed ex-post real interest rate (EPRR) dynamics. Our empirical results suggest that, even though we rule out the possibility of a unit root in the EARR, it may be more persistent and volatile than has been documented in some of the literature including Garcia and Perron (1996). The second chapter of the dissertation investigates the conventional wisdom that in the case of a flat prior Bayesian inference will not be very different from classical inference, as the likelihood dominates the posterior density. This chapter shows that there are cases in which this conventional wisdom does not apply. An ARMA model of real GDP growth estimated by Perron and Wada (2009) is an example. While their maximum likelihood estimation of the model implies that real GDP may be a trend stationary process, Bayesian estimation of the same model impl

关键词： 驱动-制约回归模型   需水预测   最严格水资源管理制度   计量经济学  

摘要： 区域需水预测方法较多,但大部分预测方法均存在各种缺陷,已有研究成果也都不能适应最严格水资源管理制度的新要求。提出了基于计量经济学至上而下建模思维的驱动-制约(Drive-inhibition)回归模型,进行大尺度区域需水预测。该模型考虑了需水驱动侧、制约侧解释变量,包含了农田灌溉水有效利用系数、万元工业增加值用水量下降百分比两项用水效率控制指标,更加符合最严格水资源管理制度的新要求。以该方法预测贵州省各水平年的需水量,与国办发[2013]2号文件要求的用水总量控制指标相比,误差均在1%以内,预测结果精确度高,可以为大尺度区域需水预测提供参考。

关键词： 高新技术产业集聚   空间自回归模型(SAR)   长江三角洲  

摘要： 本文通过计算反映城市间空间关联的地理距离矩阵和经济社会矩阵,并将其引入空间自回归模型(SAR),从空间维度研究长江三角洲十六个城市高新技术产业集聚的影响因素。为克服空间面板数据模型中存在的固定效应,采用具有固定效应的空间自回归模型进行数据的拟合。研究结果表明:长三角各城市高新技术产业集聚存在空间相关性,城市间的地理距离、经济社会联系能够有效地刺激高新技术产业集聚地区间溢出,城市的创新能力、知识溢出、消费者需求对高新技术产业集聚均具有正向影响,政府行为中的对外开放度的影响为正,但政府干预过度及政策扶持过多的影响为负。

关键词： 计量经济学   问题   原因   对策  

摘要： 人类研究经济问题从定性分析到定量分析是一个质的飞跃,导致计量经济学成为高等院校经济和管理类各专业的必修的八大核心课程之一,就该课程教学过程中存在的主要问题及原因进行系统的分析,并从教师、学生、教材、设备等角度提出提高计量经济学教学效果的切实可行的对策。