工具变量法数据及分析

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1、工具变量法本文选择了国内生产总值和消费水平进行回归，理论研究证明消费水平的影响因素不仅包括国内消费水平，还包括其他因素，比如上一期的收入预期值等,而这与国内生产总值相关，故GDP可能与随即项相关，即其为内生性解释变量，下面对其进行量化分析。选取的工具变量为政府支出，该元素与GDP正相关，但与随即项无关。具体数据如下：表相关数据表年份gdpCglnxlnylnz19783678.722331122.098.2103157.7111017.02294819794100.525781281.798.3188647.8547697.15601319804587.629

2、671228.838.4311127.9953077.11381819814935.832771138.838.504278.0946847.03775719825373.435761229.98&5892168.1827.11475319836020.940601409.528.7029928.3089387.2510041984727&547841701.028.892688.4730327.43898319859098.959182004.259.1159098.6857547.603025198610376.267272204.919.247278.8

3、138857.698442198712174.676392262.189.4071078.9410227.724084198815180.494232491.219.627769.1509097.820524198917179.7110332823.789.7514849.3086467.945832199018872.9120013083.599.8454829.3927458.03385199122005.6136143386.629.9990529.5188548.127588199227194.5162253742.210.210779.6943098

4、.227429199335673.2207974642.310.482159.9425648.442965199448637.5282725792.6210.7921510.249638.66434199561339.9361986823.7211.0241910.496768.82816199671813.6430877937.5511.1818310.67098&97936199779715475099233.5611.2862110.768679.1306199885195.55146010798.1811.352710.848569.287133199

5、990564.45662213187.6711.4138210.944159.4870382000100280.16366815886.511.5157211.061449.6732252001110863.16854718902.5811.6160511.135279.8470542002121717.47406822053.1511.7094611.2127410.0012120031374227951324649.9511.8308111.2836810.112532004161840.28908628486.8911.9943611.3973610.2

6、572200518731&910144833930.2812.1405711.527310.432062006219438.511472940422.7312.2988311.6503310.607152007270232.313622949781.3512.5070411.8220910.81542008319515.515746662592.6612.6745611.9669611.04442009349081.417272876299.9312.7630612.0594711.242432010413030.319899889874.1612.93128

7、12.2010511.406172011489300.6241022109247.7913.1007312.3926411.601372012540367.4271113125952.9713.212.5102911.743662013595244.4300338140212.113.2967312.6126611.850912014643974328313151785.5613.3754112.7017211.930222015685505.8359516175877.7713.4379112.7925112.07754注：数据来源于国家统计年鉴，经整理所得

8、。令Y表示总消费的对数形式LNC,X表