工具变量

标准工具变量估计量

Standard instrumental variable estimators

因此，本文选取省部级（含）以上领导来公司视察次数作为工具变量，采用两阶段回归方法解决内生性问题。

Therefore , we select the provincial levels ( including ) led to the frequency of inspection of the company as an instrumental variable and use a two-stage regression method to solve endogeneity problems .

同时利用方差分解技术，考察不同货币政策工具变量冲击对国内生产总值GDP的影响及其贡献率的大小。

Further , we use variance decomposition technology to examine the contribution-rate to the fluctuation of GDP caused by the shock of different instrumental variables .

总结了动态平行数据模型的固定效应与随机效应模型的最小二乘估计（OLS）与工具变量估计（Tool）方法。

In fixed effect model and random effect model of dynamic panel data , we summarized the OLS method with instrument tool method of parameter estimating .

Chang（2002）基于非线性工具变量估计，提出了对截面相关综列数据进行单位根检验的SN检验，在综列数据生成过程不含飘移和时间趋势时具有良好的表现。

The S_N unit roots test proposed by Chang ( 2002 ) for panels with cross-sectional dependency based on the nonlinear IV estimation performs better than the existing tests .

然后，通过不同的样本数据，采用协整检验与Granger因果关系检验等方法实证研究中国财政货币政策相关工具变量对经济发展的影响；

Then , based on sample data , an empirical research on the effect of these policies on economy development is made by the methods of co-integration and Granger test .

因此，在本文的实证部分建立了一个动态面板模型，用系统GMM和工具变量方法进行分步检验。

Therefore , this paper has established a dynamic kneading board model in empirical study , and examines it with system GMM and the tool variable method step by step .

工具变量法综列单位根检验的有偏性及其修正

The Modification to Bias of IV Unit Root Tests in Panels

基于广义非线性工具变量法的综列单位根检验

Panel unit root test based on generalized nonlinear instrument variables estimation

存在测量误差的面板自回归模型的工具变量估计

On the IV Estimation of Auto-regression Model for Panel Data with Measurement Errors

中国的财政货币政策存在着时滞效应，不同的工具变量时滞不同；

A time lag objectively exists and for various tools the lag differs ;

工具变量回归中的估计问题

Estimating Problems in the Instrumental Variable Regression

当相对于响应变量解释变量内生时，往往采用工具变量回归。

When the explanatory variables are endogenous relative to the response , we always use IV regression .

具体说来，本文尝试了两个工具变量，分别是孪生关系和罗马天主教信仰。

Specifically , in this thesis I use two instrumental variables : Twin and Membership in Rome Catholic .

结论显示：对数交易量的非预期成分是日信息流很好的工具变量；

The conclusion shows that the unexpected component of daily log volume is a good instrument for the daily information flow ;

本文根据地理特征构造工具变量，有效地控制了变量的内生性问题。

By constructing instrument variable in term of the geographic characteristics , we efficiently tackle the problem of endogeneity in the regressions .

不同的工具变量对经济发展的映射方式不同，其间存在着低效甚至无效的工具。

Different policy tools have different ways to work on economic growth , and there are some less effective and even invalid tools .

为探索货币政策工具变量对产出的影响程度，还通过脉冲响应函数来比较不同政策状态下的冲击效果。

In order to study the instrumental variables ' influence on output the impact under different policy states is compared by impulse response function .

汇率是开放经济环境下的核心工具变量，在维持一国内部平衡和外部平衡时起着重要的作用。

Exchange rate is a kernel tool in open economy , it has important effects in maintaining the balance of internal and external economic development .

工具变量通过了严格的相关性和外生性检验，子样本敏感分析和控制变量方法保障了结论的稳健性。

Instrumental variables related by a strict and outer test , sub-sample sensitivity analysis and control variables means to protect the stability of the conclusions .

针对单方程的经济计量模型从多个可供选择的工具变量出发，用它们的估计量的线性组合构造一个最佳工具变量估计量，并给出了一个阐述结果的例。

In this paper , a best instrumental variable estimator is made up by the linear combination of a few instrumental variables from an equation model of econometrics .

单位根检验结果显示，在我们分析的样本期内，我国货币政策工具变量与宏观经济变量季度数据均是含有一个单位根的非平稳序列。

Unit-Root-Testing results show that Chinese quarter data of the tool variables of monetary policy and multi-variables of macro-economy are non-stationary and contain a Unit Root in our analytical term of sample .

引入工具变量的半参数估计发现，当生育间隔为29个月左右时，数学、阅读识别和阅读理解的成绩达到峰值，此生育间隔即为我们所说的黄金生育间隔。

Through semi-parametric estimation using instrumental variables , we found that when birth spacing is around 29 months , the math , reading recognition and reading comprehension scores reach their peak value .

本文通过因变量替换进一步检验和引入合适的工具变量进行三段最小二乘法回归的内生性检验，保证了研究结论的可靠性。

This paper further inspect through the variable substitution endogenous test and introduce appropriate instrumental variables regression three stage least squares method , to ensure the reliability of the conclusion of the study .

货币政策股票价格传导机制指货币政策工具变量通过改变股票资产价格，进而影响居民和企业的消费、投资决策，从而传导至实体经济部门的过程。

The stock price transmission mechanism of monetary policy is a mechanism that the monetary policy tools transmit to real economic area through causing fluctuation of stock asset price which could influence consumption and investment .

第三，本文在计量分析中考虑到关键变量的内生性问题，使用工具变量和动态面板数据的方法解决内生性问题，从而获得更为可靠的研究结果。

Lastly , we considered the endogeneity of key variables in our regression models and adopted IV approach and GMM method to resolve the problem of endogeneity , and then we got more credible results .

同时，采用滞后一期的因变量作为工具变量，利用广义矩估计对资本结构调整模型进行估计，对军工上市公司资本结构的调整速度以及影响因素进行进一步的分析。

Then , with the lagged dependent variable , this paper uses dynamic adjustment panel data model to estimate the capital structure adjustment model with GMM and further analyze the adjustment of the capital structure and its affecting factors .

文献中通常使用工具变量系列去估计一个或几个营养、健康变量的影响，但本研究发现，这种方法并不能保证得到一致性的估计结果。

The literature generally explains endogeneity of one or two health variables with a set of instruments . But the study shows that this will not always lead to consistent estimation given the interaction of multi-dimensions of health and nutrition .

在联立方程中扰动项遵循第三类椭球等高分布时，导出了单一方程内生变量系数的工具变量法（Ⅳ）估计量的精确分布。

We derive the exact distribution of the instrumental variable ( IV ) estimators of the parameters of endogenous variables with the disturbance being the third kind of elliptically contoured distribution in the simultaneous equations , generalized the result of Phillips ( 1980 ) .

第七章针对国际贸易与经济增长的内生性问题，建立基于引力模型的中国省市区国际贸易与地区经济增长模型，通过加入工具变量来解决国际贸易与经济增长的内生性问题。

Chapter 7 , for international trade and economic growth within nature , we have established based on gravity model urban area of international trade and regional economic growth model , international trade and econ-omic growth to solve the endogeneity problem by adding instrumental variable .