教学课程资源库 更多>>

关键词： Peer Effects Under Tracking and Random Group Assignment   Price Sensitivity of School Enrollment   Treatment Effects on Economic Mobility   South Africa   Education   Econometrics   Thesis  

摘要： Chapter 1 studies the relative academic performance of students tracked or randomly assigned to South African university dormitories. This shows how peer effects differ under different group assignment rules, speaking to the policy-relevant problem of how changes in group assignment policies can change aggregate outcomes. I find that mean GPA is lower under tracking than random assignment; low-scoring students have substantially lower GPAs under tracking but high-scoring students' GPAs are approximately equal under the two policies. These patterns are not explained by differences in students' baseline observed or unobserved characteristics or by dormitory characteristics. I then estimate a flexible education production function using random variation in dormitory peer groups. I find that this approach does not predict the magnitude of the treatment effect of tracking. This may reflect out of sample prediction problems or students' behavioral responses to the changed group assignment policy. Chapter 2 explores the price sensitivity of demand for school enrollment. I study a nationwide policy of primary and secondary school fee eliminations in South Africa, identifying the demand curves using controlled variation in the timing of fee elimination. Fee elimination has a very small effect on enrollment and grade attainment. These results are robust to accounting for variation in school-level characteristics, pre-treatment time trends between fee-eliminating and fee-charging schools, and student transfers between schools. The price insensitive demand is not explained by ceiling effects on enrollment, capacity constraints in schools, or negative effects of fee elimination on school resources. I argue that the pattern of results may reflect low valuation of additional years of education in fee-eliminating schools. Chapter 3 develops a framework for studying intertemporal economic mobility in terms of treatment effects. I define ''mobility treatment effects'' and establish s

ISBN: (纸本)9787300181691

关键词： Economics   Spatial autoregressive model   Spatial error model   Spatial Durbin model   Estimation   Closed-form   APLE   GMM   Specification   Non-nested   Cox test   J test   QMLE   Bootstrap   Spatial   Consistency   Asymptotic refinement   Linear-quadratic form  

摘要： This dissertation consists of three chapters covering the following topics in spatial econometrics: estimation, specification and the bootstrap. In Chapter 1, we first generalize an approximate measure of spatial dependence, the APLE statistic (Li et al., 2007), to a spatial Durbin (SD) model. This generalized APLE takes into account exogenous variables directly and can be used to detect spatial dependence originating from either a spatial autoregressive (SAR), spatial error (SE) or SD process. However, that measure is not consistent. Secondly, by examining carefully the first order condition of the concentrated log likelihood of the SD (or SAR) model, whose first order approximation generates the APLE, we construct a moment equation quadratic in the autoregressive parameter that generalizes an original estimation approach in Ord (1975) and yields a closed-form consistent root estimator of the autoregressive parameter. With a specific moment equation constructed from an initial consistent estimator, the root estimator can be as efficient as the MLE under normality. Furthermore, when there is unknown heteroskedasticity in the disturbances, we derive a modified APLE and a root estimator which can be robust to unknown heteroskedasticity. The root estimators are computationally much simpler than the quasi-maximum likelihood estimators. In Chapter 2, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR) models with SAR disturbances. We formally derive the asymptotic distributions of the test statistics. In contrast to regression models, we show that the Cox-type and J-type tests for non-nested hypotheses in the framework of SAR models are not asymptotically equivalent under the null hypothesis. The Cox test in non-spatial setting has been found often to have large size distortion, which can be removed by the bootstrap. Cox-type tests for SAR models with SAR disturbances may also have large size distortion. We show that the bootstrap is

关键词： 税收收入   税收预测   人工智能   计量经济学  

摘要： 税收收入是伴随着国家的诞生而产生的，是国家有效行使各项职能的重要物质基础。目前，我国的税收收入占国家财政收入超过95%，日本占91%，英国占96%，美国占98%。税收收入在各种体制国家中都存在，并在国家财政收入中占重要地位，是一个国家财政收入的主要组成部分。税收是衡量一个国家财政能力和政府在经济和社会活动中有效行使职能能力的重要指标。税收计划是税收单位根据往年的税收资料预测将来的税收趋势，从而创建合理的征税计划。它的制定对税收管理工作有很重要的指导意义，税收单位人员需要比较精确的对计划进行起草和制定，因此它受到税管单位的高度重视，而税收计划的正确制定和执行是建立在对未来税收的正确预测上。因此，税收预测在税收计划和预测管理中非常重要。税收预测能够很好的帮助处理税收与经济发展之间的关系，它能够很好的辅助安排税务征收任务，对提高税收计划的管理以及发挥税收的预见性有很重要的意义。随着我国市场经济建设的发展，国家经济的运行不仅受既定计划控制而且还受经济发展速度以及为满足市场需求而做的经济结构调整的影响。因而，新形势下的税收计划管理工作不能再像传统的系统那样只是单纯依靠人为设定的一个基数或者人为估计的税收发展速率来制定一些税收任务及计划。尽快建立一个合理、科学的税收预测系统，从而可保税收工作的先进性是迫切需要的。现今我国的税收收入预测模型还是较多的，但是大部分是针对全国范围的税收收入进行研究，而这与税收本身的特点不符。税收是一个非常复杂的经济产物，各地区的经济发展模式和产业结构对税收收入影响很大，我们应该建立一个符合各省实际经济状况的税收收入预测模型。改革开发以来，福建省充分利用本省的沿海地域优势，积极响应国家的政策和号召，努力自主研发新技术和引进国内外的一些新技术，在农业、第二产业以及第三产业上都有较大程度发展，无论是国内生产总值还是税收收入都有巨大的增长。研究如何在当前经济形势下为福建省建立起一套以税收收入预测为基础的科学预测体系，分析福建省税收和经济之间的关系，为以后福建省的税收工作方向提供参考意见具有重大的现实和理论意义。本文将以福建省的税收收入数据为基础，利用计量经济学以及人工智能算法对福建省的未来税收收入情况进行预测并分析福建省的经济走势，为福建省未来的税收工作方向提供参考意见。

ISBN: (纸本)9787566806772

关键词： 网络   计量经济学   实验教学  

摘要： 文章在总结了传统计量经济学实验教学中存在的主要问题的基础上,有针对性地提出了如何在网络环境下改革实验教学模式,优化实验教学内容,完善实验教学环节,搭建网络信息交流平台和完善实验教学效果评价体系的建议。

关键词： 区位经济学-计量经济学  

关键词： 住宅市场   投机度   空间相关性   灰色关联理论  

摘要： 我国从实行住宅市场化改革以来，房地产行业开始走向市场化、商品化。房地产行业的快速发展带动了整个国民经济及相关行业的兴起。然而随着房地产行业的快速发展，住宅价格也随之急剧增长。目前我国住宅市场价格高涨的主要原因是住宅投机需求的推动，使得住宅供求平衡被打破。由于住宅兼有商品及投资品的属性，是一种稳定的投资理财方式。鉴于近年来股市低迷，很多人将资金投入住宅市场。以期在短期内从住宅价格变动中赚取利润。因此目前社会上一部分是“房姐”、“房嫂”拥有几十套住房、而另一部分中低收入阶层成为“房奴”。产生这种畸形的社会现象主要是由于人们投机活动导致了住宅价格偏离其基础价值。本文分析了住宅投机的运作机制，力求寻找投机行为对住宅价格的影响。 住宅市场并不是孤立封闭的，随着资金、能源、材料的地域流动，不同省份之间住宅价格都要受到相互影响。本文基于空间计量经济学的角度分析了住宅价格的空间关联性，通过Mo ran,I指数的计算结果表明，我国31省份之间住宅价格存在明显的相互作用。同时伴随住宅价格变动的投机行为也是在空间上存在相互影响及联系的。表现为一个省份的住宅价格变动影响人们对邻近省市住宅价格变化的预期，进一步导致人们的投机行为，最后使得邻近省市住宅价格发生变化。 本文结合我国住宅市场的区域性特点，纵向上分析了1998-2011年我国住宅市场和横向上31个省份的投机度大小，并进行比较分析。结果表明我国住宅市场虽然存在一定的投机行为，但是从全局的角度上看，投机度处于安全区及警戒区之间。还没有达到危险区，说明整体上我国住宅市场的投机行为还处于比较健康的水平。虽然局部地区住宅投机度较大，但是尚未出现全局性的投机行为。横向上31个省份的分析则表明，不同区域之间住宅投机度大小存在较大的差异。部分省份如海南、上海的投机度已经超过的了国际警戒线，而一些西部省份则值很小，住宅需求基本还是为了改善生活条件的消费性需求。而这一实证分析也基本符合我国目前住宅市场的发展国情。 本文结合我国住宅投机行为的特点，选取了9个对住宅投机行为产生影响的因素进行分析。针对住房投机这个具有大量未知信息的不确定性行为，运用灰色关联模型进行综合分析，利用选定的指标定量分析它们对住宅投机度影响大小。

关键词： 博士生   厦门大学   数量经济学   计量经济学   学术论坛  

摘要： 2012年12月,厦门大学王亚南经济研究院和厦门大学经济学院举办了首届全国数量经济学博士生学术论坛。旨在为全国年轻学者提供了解和把握现代经济学和现代数量经济学学术发展动态和最新研究成果的机会,为他们提供交流、学习和展示自我的平台,拓宽国际学术视野,提高创新研究能力。本次论坛共有来自Clark University,

摘要： In this dissertation, the issues of Large N T Properties of IV, GMM, MLE and Least Square Model Selection/Averaging are studied. The first part is based on a joint work with Professor Hsiao. We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both are large. We show that the Anderson-Hsiao simple instrumental variable estimator (IV) or the quasi-maximum likelihood estimator (QMLE) treating initial value as stochastic is asymptotically unbiased either N or T or both tend to infinity. On the other hand, the QMLE treating initial value as fixed is asymptotically unbiased only if N is fixed and T is large. If both N and T are large and the ratio N/T goes to a nonzero constant, the QMLE treating initial values as fixed is asymptotically biased of order square root of N/T. On the other hand, the Arellano type GMM estimator is asymptotically biased of order square root of T/N if T/N goes to a nonzero constant, even we restrict the number of instruments used. Monte Carlo studies show that whether an estimator is asymptotically biased or not has important implications on the actual size of conventional t-test. The second part of this dissertation is on the issue of least square model selection and model averaging. By developing a new Whittle's inequality, we generalize the asymptotic loss efficiency results for Mallows criterion in different model selection and model averaging settings to the case when the error terms are autocorrelated. In particular, we show that the optimality results are still true in the model selection studied by Li (1987), the model averaging studied by Hansen (2007), and the model averaging studied by Wan, et al. (2010) in the time series framework with autocorrelated errors.