( β K ) p β W W p β K K aβ β W W β β K K ) 1/(βW +β K ) 3 ln C =lnα + 1 β W + β K ln Q (3) 1/(β W + β K ) ( β W + β K ) 4 ( ) ( ) ( ) ( 1998

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1 ( Cobb-Douglas ) ( ) ( ) 17 ( ) 1 Christensen, Jorgensonand Lau (1973) 1983 ( ) 2 W = K = β W,β K > 0 Q = aw βw K βk (1) C = αq 1/(βW +βk) (2) 10 ( (A) (A03) ) ( ) ( ) ( ) 2 1

2 ( β K ) p β W W p β K K aβ β W W β β K K ) 1/(βW +β K ) 3 ln C =lnα + 1 β W + β K ln Q (3) 1/(β W + β K ) ( β W + β K ) 4 ( ) ( ) ( ) ( ) ( 4 (2 ) ) ( ) 2 ( ) 14 ( ) ( ) ( ) 14 ( ) Henderson and Quandt(1980,p.85) 4 1 Ferguson and Gould(1975,pp Jorgenson(1986,p.1894) ( ) C = αq (2 ) α ( (4).) 2

3 1994 ( 2 ) 3 (3) i C it = ( ) W it = ( ) K it = ( ) Q it = ( ) 5 (a) ( ) 3 F (b) 1 (c) 2 (d) 3 (1998, ) (a) (b) ( ) ( ) (b)-(d) (a) 14 ( ) ( B 6 (b) (a) (1998, ) 3

4 ( ) (b) (d) (c) ( ) ( (b) ) ( ) ( ) 4 ( ) ( ) 7 4

5 ?? (b) (d) (c) ?? 2 GDP GDP GDP GDP GDP ( ) GDP ( ) 4 (i ) (ii) A 4.1 A (i ) 5

6 GDP (i) (ii) ( ) ( ) ( ) ( ) B. GDP C. ( ) A GD P B, C 1% 4.2 A (i i) ( ) GDP ( ) ( ) ( ) ( ) 8 ( ) ( ) ( ) Stigler(1987) 6

7 ( ) C ( 1 28 ) (t=1983,..., 1996) 9 C it = α t + β Wt W it + β Kt K it + β Qt Q it (4) (β Qt ) B B, C ( ) 4.4 ( A ) ( C ) C ( ) 10 A ( ) C 0.9 ( ) A ( ) C A 9 4 (2 ) 10 7

8 14 ( ) ( ) ( ) ( ) (i) ( ) (ii) ( ) ( ) (iii) ( ) (iv) ( ) (v) ( ) ( ) 11 (balanced panel) 12 ( ( ) 8

9 [1] 9 ( ) 1 ( ) [2] 9 ( ) 2 ( ) [3] 9 ( ) 3 ( ) [4] Balestra, P., FixedEffect Models andfixedcoeffcient Models, in The Econometrics of Panel Data: A Handbook of the Theory with Applications, Second Revised, eds. by E. L. Mátyás andp. Sevestre, 34-49, Kluwer Academic Publishers (1996). [5] Christensen, L.R., D.W. Jorgenson and L.J. Lau, Transcendental Logarithmic Production Frontiers, Review of Economics and Statistics, 55, (1973). [6] Ferguson, C. E., andj. P. Gould, Microeconomic Theory, Fourth ed., Irwin (1975). [7] Hsiao, C., Analysis of Panel Data, Cambridge University Press (1986). [8] Jorgenson, D.W., Econometric Methods for Modeling Producer Behavior, in Handbook of Econometrics, Volume 3, eds. by K. J. Arrow and M. D. Intriligator, , North- Holland(1986). [9] Stigler,G.J.,The Theory of Price, Fourth ed., Macmillan (1987). A 1: 4 13 [ ] ( ) [ ] (Hsiao 1986,pp.1-5, Balestra 1996, p.26) (i) (ii) ( ) ( ) (iii) ( ) (iv) ( Hsiao 1986,pp ) 14 [ ](individual heterogeneity [homogeneity]) [ ](time heterogeneity [homogeneity]) 9

10 (ii) ( ) 3 (Hsiao 1986,pp.11-18) (i), (ii) 2. 2 (i) 3. 3 (ii) 4. 3 (a) ( ) (explanatory power) (Balestra 1996, pp.27-8) 15 thecovariancemodel the error components model 16 (fixed-effects model) (random-effects model) (fixed constants) 1 1 ( 1 ) (b) ( ) ( ) 15 Balestra 1996, pp the covariance model Hisao 1986,pp Balestra 1996, p.35 the error components model the random coefficients model (Hsiao 1986,p.12) 10

11 ( ) 18 4 (c) B 2 ( ) 20 ( B ) (a) A (Hisao 1986,p.43; Balestra 1996, p.31) (b) B α i x it (Hisao 1986,p.48) ( ) (Hisao 1986,p.48) α i = i x it = α i x it α i x it (Hisao 1986,p.48) ( ) (c) C 18 Balestra 1996, pp Balestra 1996, pp , 3 Hsiao 1986,pp.6-7, Figs ( ) 11

12 ( ) (Balestra 1996, pp.30-31) (d) D (Hsiao, p.48) 12

13 1:

14 3: a (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (c) (d) (0.430) (0.296) (0.647) F b (0.272) ( ) (a) (c) (a) (0.084) a ( F ) 4 (a) (b) (c) (d) F b a (b), (c), (d) (a) (1998, 2 1 3) i 4: a (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (c) (d) (0.002) (0.998) (0.527) (0.113) (0.304) (0.846) F (0.908) (0.278) (0.493) (0.249) (0.041) ( ) (c) (b) (c) a (0.160) (0.030) 14

15 5: a (a) (b) (c) (d) (a) (b) (c) (d) (0.143) (0.240) F (0.002) (0.518) (0.001) (0.035) ( ) (c) (a) a 3 15

16 1: opr cost= no wrkrs= remainingc= sales= ( 2 ) 16

17 2:

18 3:

44 4 I (1) ( ) (10 15 ) ( 17 ) ( 3 1 ) (2)

44 4 I (1) ( ) (10 15 ) ( 17 ) ( 3 1 ) (2) (1) I 44 II 45 III 47 IV 52 44 4 I (1) ( ) 1945 8 9 (10 15 ) ( 17 ) ( 3 1 ) (2) 45 II 1 (3) 511 ( 451 1 ) ( ) 365 1 2 512 1 2 365 1 2 363 2 ( ) 3 ( ) ( 451 2 ( 314 1 ) ( 339 1 4 ) 337 2 3 ) 363 (4) 46

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