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ID:34716970
大小:2.27 MB
页数:58页
时间:2019-03-10
《bootstrap面板单位根检验理论、方法及其应用论文》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、浙江工商大学硕士论文尚待系统研究的失业回滞现象为应用实例,在蒙特卡洛模拟研究的基础上,选取了能保留原始数据更宽泛相依形式的BlockBootstrap检验方法对其进行验证,得出我国存在失业回滞现象,从而为我国治理失业问题提供有益启示和指导。关键词:Boo.trap面板单位根检验;蒙特卡洛;失业回滞浙江工商大学硕士论文THETHEORY,METHODANDAPPLICATIONOFBOOTSTRAPPANELUNITROOTTESTABSTRACTPanelunitroottests(PURTs)areavaluabletoolforappliedmacroecono
2、metricresearch.Andtheyaremorepowerfulthantraditionalunivariateunitroottests.Makinguseofthecrosssectionaldimension,however,raisesspecificationissuesregardingpotentialcorrelationamongthecrosssectionalunits.Andtheproblemisfocusedontheaccesstotherobustcriticalvalueoftheteststatisticsunderc
3、ross—sectiondependence.Thenationaleconometricianshavestudiedthat,theBootstrapPURTsaledifferentfrombutsuperiortothetraditionalmethodsbasedontheasymptomatictheory,whichCanobtainrobustercriticalvalue.Inaddition,theformerhavebettersmall-samplepropertiesandtestpowerthanthelatter(MaddalaandW
4、u,1999;Palmetal,2011).Whileundercross—sectiondependence,theproblemisfocusedontheselectionofdifferentBootstrapmethods.Thusfar,onlyfewBootstrapPURTshavebeenproposedintheliterature.Thispaperisdevotedtomakingaiii浙江工商大学硕士论文systematicresearchontheory,methodandapplicationofBootstrapPURTS.Base
5、donthetheoryofBootstrapPURTs,thispapercomparesseveralBootstrapmethodsviaMonteCarlotest.Andthen,weapplyBlockBootstrapPURTtotestthehysteresisinunemploymentinthelabormarketofourcountry,theresultshowsthereexistshysteresisinunemploymentinourcountry,whichCanprovidebeneficialguidancetomanaget
6、heproblemofunemployment.KEYWOEDS:BootstrapPanelUnitRootTest;MonteCarlo;HysteresisInUnemployment浙江工商大学硕士论文目录摘要⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯.IABSTRACT⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯一IIIl绪{仑⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯.11.1选题动机及研究意义⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯一11.1
7、.1选题动机⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯.11.1.2研究意义⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯.21.2文献综述⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯..31.3论文结构安排⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯71.4主要创新工作⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯lO2面板数据截面相关性检验⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯112.1截面相依的面板数据⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯112.1.1面板自回归模型⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯⋯112.1.2共
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