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关键词： 北京餐饮业   影响因素   回归模型   计量经济学  

摘要： 俗话说"民以食为天",随着我国经济不断发展,人们对"吃"的要求也逐渐发生变化。北京的餐饮业作为首都经济组成的重要部分,其发展受到诸多因素的影响。本文以2012—2017年北京餐饮业企业营业额为因变量,建立回归模型,运用计量经济学知识对北京餐饮业营业额的影响因素进行分析。

关键词： Economics  

摘要： This dissertation studies the econometrics of the design and analysis of randomized controlled trials (RCTs). Chapter 1, coauthored with Joseph Romano and Azeem Shaikh, studies inference for the average treatment effect (ATE) in RCTs where treatment status is determined according matched-pair designs. We assume that units are paired according to observed baseline covariates instead of some function of the covariates, and Chapter 2 extends these results to settings where units are paired according to (random) functions of the covariates. This type of design is used routinely throughout the sciences, but results about its implications for inference about the average treatment effect are not available. The main requirement underlying our analysis is that pairs are formed so that units within pairs are suitably "close" in terms of the baseline covariates, and we develop novel results to ensure that pairs are formed in a way that satisfies this condition. Under this assumption, we show that, for the problem of testing the null hypothesis that the average treatment effect equals a pre-specified value in such settings, the commonly used two-sample t-test and "matched pairs" t-test are conservative in the sense that these tests have limiting rejection probability under the null hypothesis no greater than and typically strictly less than the nominal level. We show, however, that a simple adjustment to the standard errors of these tests leads to a test that is asymptotically exact in the sense that its limiting rejection probability under the null hypothesis equals the nominal level. We also study the behavior of randomization tests that arise naturally in these types of settings. When implemented appropriately, we show that this approach also leads to a test that is asymptotically exact in the sense described previously, but additionally has finite-sample rejection probability no greater than the nominal level for certain distributions satisfying the null hypothesis. Chapter

摘要： This dissertation includes three chapters that cover broad topics in economics. The first chapter explores how the US Government's Capital Purchase Program, a large capital injection to local and regional banks through a stock purchase agreement, impacted local establishment dynamics such as entry, exit, employment expansion, and employment contraction following the 2008 Financial Crisis. The Capital Purchase Program dispersed over \$200 billion dollars to banks hoping to prevent failure and ease tightened lending conditions. I estimate the direct effects of a county having a bank receive Capital Purchase Program funds on local business dynamics in the seven years following treatment, as well as spillover effects as entrepreneurs and business in neighboring regions travel to gain access to credit. Estimates show the CPP had no effect on establishment entry and exit, nor employment expansion and contraction. This paper establishes that the business-lending aims of the CPP were not realized in the communities and regions that received funds, and casts further doubt on meaningful pass through of CPP funds to desirable local economic activity. The second chapter develops a joint hypothesis centered Wald test over fixed effects in large N small T panel data models with symmetric serial correlation within cross sectional observations. The enables joint hypothesis tests over inconsistently estimated fixed effects, such as the traditional varying intercept model as well as models with individual specific slope coefficients. I establish two different set of assumptions where feasible tests exist. The first assumption requires that individual errors follow a stationary $\ARp$ process. Under this assumption all second and fourth cross product moments can be consistently estimated while allowing for individual specific hypothesis and covariates to vary across individuals and time with individual specific slopes. The second feasible test requires individuals to have coefficient

关键词： Economics   Economic theory  

摘要： In my doctoral research, I developed econometric estimators with strong applications in analysis of heterogeneous consumer demand. The first chapter develops an estimator for grouped patterns of heterogeneity in an approximately sparse setting. This setting is used to estimate demand shocks, competition sets and own-price elasticities for different groups of consumers. The second chapter, which is joint work with Stefan Hoderlein and Alexander Meister, develops a nonparametric estimator of the marginal effects in a panel data even if there are only a small number of time periods. This is used to estimate the heterogeneous marginal effects of increasing income on consumption of junk food. The third chapter, which is joint work with Stefan Hoderlein and Solvejg Wewal, is the first difference-in-differences model for binary choice outcome variables when treatment effects are heterogeneous. We apply this estimator to examine the heterogeneous effects of a soda tax. Chapter 1: "Approximately Sparse Models and Methods with Grouped Patterns of Heterogeneity with an Application to Consumer Demand" introduces post-Lasso methods to time-varying grouped patterns of heterogeneity in linear panel data models with heterogeneous coefficients. Group membership is left unrestricted and the model is approximately sparse, meaning the conditional expectation of the variables given the covariates can be well-approximated by a subset of the variables whose identities may be unknown. I estimate the parameters of the model using a “grouped fixed-effects” estimator that minimizes a post-Lasso least-squares criterion with respect to all possible groupings of the cross-sectional units. I provide conditions under which the estimator is consistent as both dimensions of the panel tend to infinity and provide inference methods. Under reasonable assumptions, applying this estimator to a consumer demand application allows me to partition consumers into groups, deal with price endogeneity without in

关键词： Economics   Economic theory  

摘要： In Chapter 1 I characterize sharp bounds on treatment effects under data combination with instrumental variables. Data combination in this paper refers to having multiple samples drawn from the same population in which observations cannot be linked across samples. I allow for subsets of the outcome, treatment, instrument and covariates to be observed across these samples. The parameters I can bound include the average treatment effect and certain policy relevant treatment effects. The sharp identified upper and lower bounds for the parameter of interest can each be expressed as the optimal value of the objective function in a linear programming problem where the coefficients are probabilities identified from the samples, under certain conditions. These conditions include standard instrumental variables assumptions allowing for heterogeneous effects, finite range of random variables, and a condition regulating which combinations of variables can be observed across samples. This identification strategy forms the basis for estimation, although estimation is not as simple as replacing the identified coefficients with sample estimates. In Chapter 2 the estimation procedure developed in Chapter 1 is applied to algorithmic bail reform. I estimate the identified set for the change in incarceration rate for a move from the status quo to a policy of using an algorithm to determine pretrial release. Whether zero is in, above, or below the identified set indicates whether such a policy of pretrial release would increase or decrease the incarceration rate or whether the sign of the change in incarceration rate cannot be determined from the identified distributions. Whether zero is in the estimate of the identified set depends on which shape restrictions are imposed. Under the commonly used monotonicity assumption, the estimate of the identified set is below zero. If this were the case in the true identified set, that would imply that replacing the status quo with algorithmic pre

关键词： 区域经济   计量经济学   研究   江西  

ISBN: (纸本)9787210124801

摘要： 本书基于空间GIS和空间计量经济学分析方法, 以省级面板数据为基础, 分析中国经济发展的创新环境、创新能力和创新效率及其影响因素和机制。根据研究结论, 提出推动“创新引领”中国和江西现代化建设的对策建议。立足于创新环境、创新能力和创新效率角度分析, 使用空间GIS和空间计量经济学方法进行实证检验, 在理论机制和实证方法分析上都具有一定的创新性和前沿性。

关键词： 食物供应   国内需求   大米价格   时间序列   计量经济学  

摘要： 由于人口增长和人们饮食偏好的变化，多哥人民对大米的需求在近些年急剧增长，现在大米已成为了多哥人民第三大日常食用的谷类作物。因此，大米在多哥的粮食安全方面起着重要的作用。本研究的目的在于对多哥的大米行业和大米获得的决定性因素进行分析。本论文采用了1989年至2017年的第二次时间序列数据作为分析材料，并借助了计量经济学第十版软件，用FMOLS来进行分析大米获得的决定因素。通过研究结果，发现多哥国内的大米生产不足以满足市需求，为此，多哥不得不从国外进口超过50%的大米来满足国内需求。此外，通过完全修正最小二乘回归法的计算，了解到大米的产量，消费者价格指数,外国利率以及总耕地面积对大米的供应量起着积极重要的作用，而现实国内人均生产总值,世界大米价格和汇率对多哥的大米供应量起着消极作用.。因此，政府应该积极出台有关增加使用改良技术(如改良种子和化肥)方面的政策，促进灌溉系统的安装和使用，由此促进大米增产，实现粮食增收和获得，保障国家总体的粮食安全.

关键词： 应用型   计量经济学   课程改革  

摘要： 在经济类学术刊物上,以《计量经济学》模型作为主要分析手段的论文占全部论文的比例达50%以上,其实践操作已经成为研究经济现象和揭示经济规律的一种基本工具。高等教育本科阶段《计量经济学》教学,对学生数据处理与数量分析能力的培养、学术研究基础的奠定至关重要。《计量经济学》教学中,学生不仅要学会模型建立和估计等知识,更重要的是学会遵循基本理论,根据实际经济问题,利用软件估计模型参数,对模型估计结果进行验证和修正,并得出恰当结论。

关键词： 风电功率预测   关键要素   约翰森协整   格兰杰因果检验   计量经济学  

摘要： 准确辨识影响风电功率走势的关键因素是开展风电功率预测的前提和基础,特别是在中长期风电功率预测中,需要综合考虑温度、气压、降水等多种因素。面对数量庞大的相关因素,辨识出与中长期风电功率趋势相关性最高的关键要素尤为重要。借鉴计量经济学相关原理,介绍了约翰森协整校验和格兰杰因果检验的基本概念与实施方法;在此基础上构建了基于约翰森协整与格兰杰因果检验的风电功率关键要素辨识方法,并采用支持向量机技术,提出了面向多要素的风电功率预测方法;最后基于某风电场实际数据构造算例,验证了所提出方法的有效性。