交互效应，动态面板模型的Blinder-Oaxaca分解与仿真  

Interaction,dynamic panel model's Blinder-Oaxaca decomposition and simulation

作　　者：阳建辉[1] 杨继生[2] YANG Jianhui YANG Jisheng(Post-Doctoral Research Workstation of China Investment Securities, Shenzhen 518048, China School of Economics Huazhong University of Science and Technology, Wuhan 430074, China)

机构地区：[1]中国中投证券博士后工作站,深圳518048 [2]华中科技大学经济学院,武汉430074

出　　处：《系统工程理论与实践》2017年第4期855-864,共10页Systems Engineering-Theory & Practice

基　　金：全国优秀博士学位论文作者专项资金(201304);国家自然科学基金(71271096);中国博士后科学基金(2016M602558)~~

摘　　要：交互效应非线性动态面板模型的Blinder-Oaxaca分解,适用于剖析履责/失责企业收益差距成因等社会经济问题.本文基于企业收益对企业行为,政策调整和金融市场冲击等的动态响应机制,将交互效应,动态项引入非线性静态面板模型,仿真检验交互效应,动态面板模型Blinder-Oaxaca分解的有限样本性质.结果显示:企业行为,政策调整和金融市场冲击异质影响履责/失责群组收益,两者收益差距能有效地被交互效应,非线性动态面板模型的Blinder-Oaxaca分解解释.禀赋效应与歧视效应的整体仿真相对误差仅为0.07%,Blinder-Oaxaca分解具有良好的相对估计精度和有限样本性质.Blinder-Oaxaca decomposition of interaction, nonlinear dynamic model is suitable to analyze social economic problems such as firms income gap result from responsibility or irresponsibility. This article based on the dynamic response mechanism of firms profit response to firms behaviors, policy adjustment and financial market shock etc., introduces interaction, dynamic effect to nonlinear static panel model, to simulate and test finite sample properties of dynamic panel model＇s Blinder-Oaxaca decomposition. The results show that： firms behavior, policy adjustment and financial market shocks significantly affect responsibility or irresponsibility firms income gap, the gap could be explained by interaction, nonlinear dynamic model＇s Blinder-Oaxaca decomposition. On the whole, the relative error of endowment effect and discrimination effect is only 0.07%. it implicits that interaction, nonlinear dynamic model＇s Blinder-Oaxaca decomposition do well in relative estimation precision and finite sample properties.

关 键 词：Blinder—Oaxaea分解 交互效应 惯性效应 非线性 

分 类 号：F224[经济管理—国民经济]