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关键词： 计量经济学   课程思政   教学设计   实施途经  

摘要： 《计量经济学》是一门方法论课程，是理论与实践紧密结合的一门综合性经济学课程，其在推进课程思政建设，提升立德树人教育水平的教育教学实践上有其独特地位。本文根据作者多年的计量经济学教学经验，在阐述当前计量经济学课程思政教学中存在的主要问题的基础上，从有效挖掘计量经济学课程内容中的思政元素，思政元素融入教学全过程的教学方式，建立多维度的考核体系，提高任课教师的思政意识等方面探讨了课程教学各环节融入思政元素的实现与方法路径，为计量经济学及类似课程“课程思政”教学的开展提供思路和借鉴。

ISBN: (纸本)9787543235137

关键词： HPS模式   课程思政   计量经济学   教学改革   课程设计  

摘要： HPS(History, Philosophy and Sociology of Science)模式将科学史、科学哲学与科学社会学融入教学活动中。紧扣应用型本科特色，在计量经济学课程中采用HPS模式进行课程思政教育，能够促进教学内容与课程思政元素的有机融合。通过演示现象、引出观念、学习历史、设计实验、呈现科学观念和实践检验、总结与评价的科学化实施路径，有效提高学生利用计量经济学理论与方法解决实际经济问题的能力，对达成“三维”教学目标，贯彻落实好应用型本科院校立德树人的根本目标具有重要的意义。

关键词： 计量经济学   空间形态   特色商业街区   空间活力   因果推断  

摘要： 近年来,我国迎来了城市化大发展时期,城镇化水平的不断提升使城市面临着严重的空间重构问题,并且随着城市发展的目标逐渐转向为以人为本、信息时代的到来,使得可以从空间与人的角度中,使用新的方法来进一步探索城市空间结构问题,再加上城市各种特色商业街区的涌现,其不同街区表现出不同活力的现象也值得讨论。 空间形态是空间结构的物质表现,其与人的活力息息相关,因此从城市形态出发对活力进行研究,探究两者的关联性从而进一步提升活力是推动城市空间结构有序发展、优化空间品质的重要途径。以往对两者的关联性的研究有多种角度,其一是直接对量化后的形态指标与空间活力进行相关性分析;其二首先对形态进行测度后提出活力的假说,并通过活力的测度进行验证;其三也有学者会基于人群活动的轨迹,立足于人的感知视角,将量化后的感知指标与形态指标进行拟合来进一步研究两者的关联,但是目前大多数的研究在与空间活力关联的研究中的角度上使用的均是回归分析,其结论仍是对于回归结果的定性解读,往往可能会因内生性问题而呈现出一定的虚假相关性,因此本文试图通过借助计量经济学中的因果推断理论,对特色商业街区中因反向因果和遗漏变量这两个重要的因素所造成的“虚假相关”问题进行进一步分析。 本文首先界定了物质空间形态和活力的概念,通过文献调研法构建了空间形态中可以营造活力的部分的测度体系同时研究了其量化的方法,同时对如何量化人群活力表征的方法进行了探索,明确使用WIFI嗅探的方法获取人群活力数据。之后根据文献调查挑选出合肥市较为出色的三个商业街区开展调研,在得到空间形态的活力指数和人群活力的量化数据后进行了数次回归分析,再通过文献调研法确定了数种不同的具有代表性的控制变量进一步分析,之后通过本文设立的工具变量选取程序,引入风荷载变量和建筑形状因子变量两个工具变量对结果进行因果推断,发现三个街区的物质空间形态和人群活力具备显著的因果关联性,且显著性受道路整合度、穿行度、建筑形态测度和业态丰富度等多种要素共同影响,具有系统性的提点,也提出了特色商业街区作为“孤岛”在城市中的定位。最后本文给出了一定程度上对于城市的物质空间形态和活力的关联性上的解决框架,但存在缺少不同方法对比、研究变量需要扩大等局限。

关键词： 计量经济学   空间动态面板数据模型   经验似然方法   极限分布  

摘要： 随着科学技术的不断发展,我们已经进入“大数据时代”,各种各样的先进仪器设备让我们获得的数据量增加的同时,获得数据的复杂性和多样性也在不断增加.然而这些数据内部常常存在相关性,想要通过这些数据解释现实生活中各种现象的成因,不能简单的将数据进行分割然后分别进行分析.因此,如何整体的处理大量数据,分析数据内部的关系,为各种生活决策提供建议,是近年来许多学者关心的问题,而空间面板数据模型就可以很好的解决这一难题.　　空间计量经济学几乎涵盖计量经济学的所有方面,如结构方程、动态、时间序列模型、单位根等,所有标准的计量经济学工具都已经被重新运用于空间面板数据. 并且,由于空间面板数据的复杂性和多样性,大部分计量经济学的发展都与空间面板数据相关,经济学家使用空间面板数据时也会有多样化的目标,因此不存在一种通用的分析空间面板数据的方法. 经验似然方法结合了非参数方法的可靠性和似然方法的有效性,具有许多优点,被广泛应用于许多领域的研究.本文将经验似然方法应用于空间动态面板数据模型,研究了当空间维度??或时间维度?? 的乘积???? 趋于无大时,该模型经验似然比统计量的极限分布.　　本文的内容如下：　　第一章为绪论,主要介绍了空间面板模型的研究进展及相关研究成果、经验似然的研究背景及优点,并说明了本文的创新点及文章结构.　　第二章为本文的主要结果,通过将独立随机误差的线性二次型转化为鞅差序列的线性形式,构建模型参数的经验似然比统计量,证明了该统计量渐近服从卡方分布,并通过模拟实验说明了经验似然方法的优良性.

ISBN: (纸本)9787040613018

关键词： Economicdevelopment   Environmental Quality   Ecological Footprint   Institutions   Economic Complexity   Sustainable Development   Statistical Models  

摘要： The concept of modernization and globalization urges a tendency for bilateral cooperation and strategic relationships among the ***,China took the Belt and Road Initiative(BRI)in2013to articulate the slogan of"Going global strategy."The BRI has promoted the economic growth of participating countries while giving rise to profound environmental *** is necessary to analyze past trajectories and future trends of BRI''s CO2emissions to steer the BRI towards a low-carbon and green development.　　In this regard,this study includes nine major proposals,the central idea of all these proposals is to focus on the *** this purpose,we have used classical and spatial statistical *** the first proposal,we explore the effect of BRI policy and institutional quality(IQ)interaction on economic growth for panel data of BRI *** point out the indicators that are important to the activities of multinational *** controlling possible endogeneity and unobserved heterogeneity in the regressor variables,we use a dynamic panel data model based on the System-Generalized Method of Moments(GMM).This study''s findings indicate that economic growth in the host country is strongly influenced by trade,foreign direct investment,and political components,and these effects are exacerbated in the presence of ***,the interaction term of the BRI policy with trade,FDI,and institutional quality has a highly significant impact on economic *** argue that while BRI policy may boost economic development through infrastructure development and economic openness,which is especially beneficial for developing countries,its likely effects on lower-quality institutions may be less promising.　　We increase the existing research on whether neighboring countries''economic openness and institutions may also affect economic growth in the2nd ***,we examine the spillover impact of IQ and economic openness on economic growth in a panel of86BRI

关键词： 计量经济学   因果推断   变分推理   处理效应   变分自动编码器  

摘要： 随着大数据和人工智能的飞速发展与广泛应用，在催生一些列新产业的同时,离不开挖掘数据背后的逻辑与存在的价值，因果推断便是从观察到的现象出发，识别因果关系，发掘因果机制，探究变量之间的真正联系。在数据驱动的智能时代，计量经济学与机器学习方法之间的联系也逐渐加强，传统统计方法中对于相关关系的研究已经具有一定的局限性，需要更进一步地利用因果推断探索现象后的本质，相关后的因果关系。既有的因果推断方法更多集中在一维原因变量上，本文将着手于多维原因变量干预下处理效应的学习。首先，对于现实中的观察性数据，只能观察到一种处理向量作用下产生的结果，存在严重的数据缺失问题，利用数据扩增的方法改善样本平衡性，以使得不同组别之间更具有可比性。其次，由于处理效应的估计存在重要的一个挑战是存在未观察到的混杂因素，这种因素对观察到的变量会产生影响，故本文借助变分自动编码器方法，构建生成模型与推理模型，利用最大化证据下界优化参数，通过观察到的代理变量的特征来捕捉学习潜在变量的分布特征，通过将潜在变量分成四类，解开潜在变量的纠缠，一方面有助于准确估计处理效应，另一方面加强了对因果关系学习过程的解释。本文主要利用对比分析方法进行模拟研究，在不同的参数环境下比较不同模型在多维环境下预测反事实潜在结果的能力，证明本文方法的有效性。对于实证研究，将模型应用到软件公司推广激励相关数据集中，展现模型对预测结果准确性上的优势，说明对客户不同的激励手段可以促进公司收入增长，可以帮助企业提升决策效率，从而采取更准确的营销激励手段刺激客户购买行为，增加转化率，促进企业盈利增加，以此说明因果推断在互联网领域具备足够的发展潜力。

关键词： Econometrics   Decision-making   Machine learning   Business model   Semiconductor industry  

摘要： This thesis consists of three chapters in the area of applied econometrics. The first chapter uses a synthetic control approach to measure the impact of business model innovation on firm financial performance. The second chapter implements an experimental design method to understand the impact of peer effects on entrepreneurship evaluation and investor decision-making. The third chapter applies machine learning and deep learning methods on financial crisis prediction. The first chapter studies the impact of business model innovation on firm financial performance using a synthetic control method to perform sixteen data-driven comparative case studies in the semiconductor industry. I find that business model innovation has positive impacts on revenue in general. This finding indicates that the business model innovation, which is a non-technological innovation, can have impacts that are similar to technological innovations. From a policy perspective, one implication is that public policy makers should also make policies that support important business model innovation. I also show that companies in the semiconductor industry that changed their business model after the Internet bubble experienced both positive and negative impacts on revenue. The results illustrate that business model innovation might have heterogeneous financial impacts in times of economic instability. The second chapter researched jointly with Kevin Boudreau, studied the impact of peer effects on entrepreneurship evaluation with an experimental design method. In this experimental design study, we examined how different levels of peer intervention impact evaluation submissions and evaluation scores. We also investigated peer effects by gender, race, job title, and industry. We found both positive and negative peer effects in different scenarios, which suggests heterogeneous peer effects. The results provide experimental evidence that peer effects do play a role in decision-making in the entrepreneursh

关键词： Identification   Mechanism Design   Mixture models   Statistical decision theory   Uncertainty   Decision rules  

摘要： This dissertation studies statistical decision making in various guises. I start by providing a general decision theoretic model of statistical behavior, and then analyze two particular instances which fit in that framework. Chapter 1 studies statistical decision theory (SDT), a class of models pioneered by Abraham Wald to analyze how agents use data when making decisions under uncertainty. Despite its prominence in information economics and econometrics, SDT has not been given formal choicetheoretic or behavioral foundations. This chapter axiomatizes preferences over decision rules and experiments for a broad class of SDT models. The axioms show how certain seemingly-natural decision rules are incompatible with this broad class of SDT models. Using those representation result, I then develop a methodology to translate axioms from classical decision-theory, a la Anscombe and Aumann (1963), to the SDT framework. The usefulness of this toolkit is then illustrated by translating various classical axioms, which serve to refine my baseline framework into more specific statistical decision theoretic models, some of which are novel to SDT. I also discuss foundations for SDT under other kinds of choice data. Chapter 2 studies statistical identifiability of finite mixture models. If a model is not identifiable, multiple combinations of its parameters can lead to the same observed distribution of the data, which greatly complicates, if not invalidates, causal inference based on the model. Highdimensional latent parameter models, which include finite mixtures, are widely used in economics, but are only guaranteed to be identifiable under specific conditions. Since these conditions are usually stated in terms of the hidden parameters of the model, they are seldom testable using noisy data. This chapter provides a condition which, when imposed on the directly observable mixture distribution, guarantees that a finite mixture model is non-parametrically identifiable. Since the con