基于Probit和Tobit模型的异质性企业出口行为决策研究  

Study on Behavior of Heterogeneous Enterprises Export Decision Based on Probit and Tobit Model

作　　者：张瑞洋[1] 方虹[1] 彭博[1] 马博飞 张军峰[1] 

机构地区：[1]北京航空航天大学经济管理学院,北京100191

出　　处：《数学的实践与认识》2015年第8期8-15,共8页Mathematics in Practice and Theory

基　　金：国家自然科学基金面上项目(71073007;71273022);北京市哲学社会科学规划项目(12JGB061);广义虚拟经济研究专项(GX2011-1014(M))

摘　　要：Melitz的企业异质性理论认为,企业的出口行为选择是由其生产率差异决定的,生产率高的企业会选择出口贸易,而生产率低的企业只供应国内市场.在异质性贸易理论分析框架下,构建了中国企业出口行为决策模型,并基于中国2009年1718家上市公司数据,采用Probit模型和Tobit模型从总体和行业两个层面对中国企业出口行为决策的影响因素进行了实证分析.研究表明,结果显示中国企业数据是符合企业异质性理论的结论.其中,总体研究显示,全要素生产率越高的企业越倾向于出口,与Melize的结论是吻合的;企业资本越少、员工人数越多企业出口可能性越高;企业盈利状况也与出口选择指标正相关;东部地区企业明显更倾向于出口.行业研究显示,行业因素和国家政策在企业出口行为决策中也起着至关重要的作用.Melitz＇s Firm-Heterogeneity-Model of trade studied the relationship between enterprise＇s export behavior and enterprise productivity at the micro level is a in content of the theory and it opens up a new research field of international trade. According to the theory, enterprises export behavior is determined by its productivity difference, enterprises with high productivity choose export and enterprises with low productivity choose only domestic market. This paper develops a model of firms＇ export decision in the framework of Firm-Heterogeneity-Model of trade, and adopts probit model and tobit model to test the facts of the export decision both at the general and industry levels based on the 1718 Chinese listed companies data. General results show that the data of Chinese enterprises accord with the conclusion of new - new trade theory. At the general levels, the higher total factor productivity of firms tend to export more, and this conclusion is coincided with Melitz＇s model. Less capital, more employees and higher profit are shown to increase the probability of exporting. Besides, the firms in eastern regions are significantly more likely to export than those in the western region. Industry＇s results show that results of Industry regression are basically consistent with those of overall regression, but at the industry levels factors and national policy also plays a crucial role in firms＇ export decision behavior.

关 键 词：企业异质性 出口决策 企业生产率 PROBIT模型 TOBIT模型 

分 类 号：F279.2[经济管理—企业管理] F752.62[经济管理—国民经济] F224