经济增长实证研究中的内生性

被引：21

作者：

邵小快 ^{[1
]}

胡怀国 ^{[2
]}

机构：

[1] 中国社会科学院研究生院

[2] 不详

来源：

经济学动态 | 2013年 / 03期

关键词：

经济增长; 内生性; 工具变量; 动态面板数据模型; 系统GMM;

D O I：

暂无

中图分类号：

F124 [经济建设和发展];

学科分类号：

摘要：

任何实证研究都或多或少受到"内生性"问题的困扰。在经济增长的实证研究中,遗漏变量偏误、测度误差、因果联立偏误和样本选择偏误等均会导致"内生性"问题。在解决或缓解内生性的建模策略中,工具变量法最为常见。由于能在存在遗漏变量偏误、测度误差等内生性来源的情况下得到一致估计,利用系统GMM估计方法进行估计的动态面板数据模型为不少实证文献所采用。本文对有关建模策略和估计方法进行了梳理和讨论,并对有关实证文献进行了综述。

引用

页码：109 / 118

页数：10

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