共同因子对面板数据结构变点的偏移效应  

Deviation Effect of Common Factors on Structure Change Points of Panel Data

作　　者：陈海燕 冯梅[3] Chen Haiyan;Feng Mei(Research Center for Economy of Upper Reaches of the Yangtze River,Chongqing Technology and Business University,Chongqing 400067,China;Institute of Regional Economics of Chongqing Key Research Base of Humanities and Social Sciences,Chongqing Technology and Business University,Chongqing 400067,China;Southwest University of Finance and Economics Press,Chengdu 611130,China)

机构地区：[1]重庆工商大学长江上游经济研究中心,重庆400067 [2]重庆工商大学重庆市人文社科重点研究基地区域经济研究院,重庆400067 [3]西南财经大学出版社,成都611130

出　　处：《统计与决策》2021年第13期28-31,共4页Statistics & Decision

基　　金：重庆市教育委员会人文社会科学研究基地项目(20JD069)。

摘　　要：针对传统面板数据结构变点检验忽略了截面相关问题,文章提出主成分与投影矩阵相结合的偏移效应计算方法,并通过中国经济增长和对外贸易展开实证应用。研究发现:共同因子使得面板数据结构变点估计发生偏移,偏移大小与共同作用力强弱有关;研究偏移效应有助于分析区域经济发展对重大政策调整的响应程度,识别结构变点发生的潜在周期。In view of the problem that the traditional panel data structure change point test ignores the cross-section correlation, this paper proposes a method to calculate the deviation effect by combining principal component with projection matrix, and makes an empirical application based on China’s economic growth and foreign trade. The results show that common factors cause the estimation of structure change point of panel data to deviate, and the magnitude of the deviation is related to the strength of the common force, and that the research on deviation effect is helpful to analyze the response degree of regional economic development to major policy adjustments and identify the potential cycle of structure change points.

关 键 词：面板数据 共同因子 结构变点 主成分 偏移效应 

分 类 号：F224.9[经济管理—国民经济]