双效应面板ELES模型的构建与实证研究  

Construction and Empirical Study of Panel ELES Models with Two Effects

作　　者：赵卫亚[1] 

机构地区：[1]浙江工商大学统计学院

出　　处：《统计研究》2015年第5期76-83,共8页Statistical Research

基　　金：国家社科基金项目(10BTJ013);全国统计科研计划项目(2013LY016);浙江省高校人文社科重点研究基地(统计学;应用经济学)项目资助

摘　　要：本文在拓展ELES模型传统假设的基础上,将ELES模型推广到面板数据模型。构建同时包含时间效应和个体效应的双效应面板ELES模型,提出实证研究中模型形式的识别检验流程,并利用面板ELES模型实证研究了2002—2012年我国城镇居民消费结构的变动特征。This paper extends the ELES models to panel data by modifying the classical assumptions of ELES models. Specifically, we construct the panel ELES models with two effects, i. e, individual and time effects, and discuss the process of model identification in empirical studies. In addition, we use the panel ELES models to carry out an empirical study on the dynamic characteristics of consumption structure based on the panel dato of urban residents from 2002 to 2012.

关 键 词：ELES 面板模型 双效应 模型构建 

分 类 号：C812[社会学—统计学]