3 1 1993-1995 ( Cobb-Douglas ) (1998 2 3 ) ( ) 17 (1998 2 1 ) 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) ) ( ) ( ) 1 2 1 (1998 2 1 ) 2 1
( 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 2 1 3 ) ( 1998 2 1 3 ) ( 4 (2 ) ) ( ) 2 ( ) 14 (1983-1996 ) 3 4 5 2 (1998 2 3 ) ( ) 14 (1983-1996 ) 1 2 1 1987-88 3 Henderson and Quandt(1980,p.85) 4 1 Ferguson and Gould(1975,pp.205-208 Jorgenson(1986,p.1894) (1998 2 3 ) C = αq (2 ) α ( (4).) 2
1994 ( 2 ) 3 (3) i C it = ( ) W it = ( ) K it = ( ) Q it = ( ) 5 (a) ( ) 3 F (b) 1 (c) 2 (d) 3 (1998, 2 1 3 ) (a) (b) 6 1986-96 2 ( )1986-89 1990-96 12 ( ) 1-3 3-5 1-3 2 1986-89 1990-96 3.1 1983-1996 3 (b)-(d) (a) 14 (1983-1996 ) ( 5 1 2 B 6 (b) (a) (1998, 2 1 3 4) 3
( ) 7 3.2 1983-1989 3 4 1983-1984 1985-1986 1987-1989 3 3.2.1 1983-1986 1983-1984 4 (b) (d) (c) (1985-1986 ) ( (b) ) ( ) ( 1990-1996 ) 4 ( ) ( ) 7 4
?? (b) (d) (c) 3.3 1990-1996?? 2 GDP 1990-1993 GDP 1994-1996 5 3.3.1 GDP 1990-1993 GDP 1994-1996 GDP ( ) GDP (1994-1996 ) 4 (i ) (ii) A 4.1 A (i ) 5
GDP 1983-1996 1983-1984 1985-1986 1987-1989 1990-1993 1994-1996 (i) (ii) 0.885 0.741 1.005 0.769 0.777 0.579 ( ) ( ) ( ) ( ) B. GDP 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 0.813 0.939 0.951 0.900 0.871 1.179 0.897 0.932 0.858 0.973 0.867 0.949 1.149 0.924 C. ( ) 0.890 0.853 0.896 0.908 0.843 0.962 0.905 0.906 0.892 1.049 0.921 0.938 1.225 1.154 A GD P B, C 1% 4.2 A (i i) ( ) GDP ( ) ( ) ( ) ( ) 8 (1990-1996 ) 1993-1995 ( ) (1998 2 3 ) 1993-1995 8 Stigler(1987) 6
( ) 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 (1990-1996 ) 10 A ( ) C 0.9 ( ) A ( ) C A 9 4 (2 ) 10 7
14 (1983-1996 ) ( ) ( ) ( ) (i) (1990-1996 ) (ii) ( ) ( ) (iii) 1993-1995 (1998 2 3 ) (iv) ( ) (v) ( ) ( ) 11 (balanced panel) 12 (1998 2 1 11 12 (1998 2 1 ) 8
[1] 9 ( ) 1 (1998 3 ) [2] 9 ( ) 2 (1998 3 ) [3] 9 ( ) 3 (1998 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, 28-45 (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, 1841-1915, North- Holland(1986). [9] Stigler,G.J.,The Theory of Price, Fourth ed., Macmillan (1987). A 1: 4 13 [ ] ( ) [ ] 14 13 (Hsiao 1986,pp.1-5, 213-218 Balestra 1996, p.26) (i) (ii) ( ) ( ) (iii) ( ) (iv) ( Hsiao 1986,pp.218-220.) 14 [ ](individual heterogeneity [homogeneity]) [ ](time heterogeneity [homogeneity]) 9
(ii) ( ) 3 (Hsiao 1986,pp.11-18) 4 1. 1 (i), (ii) 2. 2 (i) 3. 3 (ii) 4. 3 (a) 1 3 1 1 1 ( ) 1 1 1 1 1 (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 ) 2 2 1 2 3 17 (b) 3 4 3 3 4 ( ) ( ) 15 Balestra 1996, pp.28-32 16 the covariance model Hisao 1986,pp.29-30 Balestra 1996, p.35 the error components model the random coefficients model 17 1 1 2 1 (Hsiao 1986,p.12) 10
( ) 18 4 (c) 2 2 19 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.43-45 19 Balestra 1996, pp.45-47 2 3 2, 3 Hsiao 1986,pp.6-7, Figs.1.4-1.5 20 ( ) 11
( ) (Balestra 1996, pp.30-31) (d) D (Hsiao, p.48) 12
1: 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1 37 92 91 83 147 143 132 131 125 127 108 97 94 111 2 29 27 28 30 35 67 71 113 136 129 121 118 118 123 3 31 31 38 37 41 63 64 79 77 74 73 71 69 77 4 47 52 61 59 77 108 137 149 177 182 171 167 157 164 5 71 76 76 72 75 117 119 124 113 108 111 105 99 114 6 58 62 60 189 326 277 260 339 317 311 288 255 260 275 7 123 135 135 149 189 344 336 391 369 322 288 269 255 280 8 96 97 89 102 122 213 194 259 237 226 202 190 173 180 9 126 130 122 149 160 290 264 338 326 284 241 227 200 213 10 67 83 82 95 117 312 282 357 346 315 276 245 233 228 11 27 27 22 26 36 92 89 145 160 160 161 151 167 190 12 21 26 25 29 24 70 65 98 92 92 92 80 76 96 13 20 25 22 25 32 73 64 91 96 88 88 72 92 99 14 106 110 107 123 145 284 267 336 316 273 250 230 189 211 15 31 30 32 40 47 119 126 184 182 177 172 168 147 178 16 17 23 19 20 29 86 80 154 145 137 132 125 130 141 17 40 50 52 49 59 84 87 125 138 146 138 134 132 145 18 34 37 36 41 47 74 73 83 84 102 111 108 119 124 19 25 31 30 33 97 110 108 121 133 139 122 112 118 134 20 74 114 107 101 125 238 237 256 249 241 230 220 213 243 21 25 45 42 41 76 84 83 98 110 102 104 98 97 107 22 272 322 332 343 460 457 456 534 530 498 455 421 411 443 23 25 37 38 39 98 121 112 124 133 134 127 120 122 126 24 66 72 88 105 169 186 189 215 226 252 233 225 223 220 25 9 9 16 13 34 50 49 48 55 70 67 66 62 59 26 17 17 18 20 26 34 72 80 89 93 87 81 77 76 27 38 47 49 49 62 151 161 177 192 202 199 184 177 180 28 33 36 39 41 48 89 85 101 112 104 102 101 108 131 1565 1843 1856 2103 2903 4336 4262 5250 5265 5088 4749 4440 4318 4668
3: 1983-1996 1983-1989 1990-1996 a 1983-1996 1983-1989 1990-1996 (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (c) (d) 0.168 0.215 0.003 (0.430) 0.885 0.177 0.007 (0.296) 0.843 0.003 (0.647) 0.857 0.968 0.961 0.949 F b 3.699 3.150 3.718 2.734 1.272 3.034 (0.272) ( ) (a) (c) (a) 2.867 1.896 (0.084) 3.022 a ( F ) 4 (a) (b) (c) (d) F b a (b), (c), (d) (a) (1998, 2 1 3) i 4: 1983-1984 1985-1986 1987-1989 a 1983-1984 1985-1986 1987-1989 (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (c) (d) 0.168 (0.002) 0.338 0.000 (0.998) 0.741 0.030 (0.527) 0.012 (0.113) 1.005 0.019 (0.304) 0.769 0.012 (0.846) 0.972 0.995 0.947 F 5.251 0.013 5.335 1.275 0.485 1.324 1.755 (0.908) (0.278) (0.493) (0.249) (0.041) ( ) (c) (b) (c) a 3 1.899 (0.160) 1.857 (0.030) 14
5: 1990-1993 1994-1996 a 1990-1993 1994-1996 (a) (b) (c) (d) (a) (b) (c) (d) 0.279 0.433 0.012 (0.143) 0.777 0.018 (0.240) 0.579 0.960 0.874 F 2.278 (0.002) (0.518) (0.001) 4.684 (0.035) ( ) (c) (a) a 3 15
1: 1983-96 opr cost= no wrkrs= remainingc= sales= ( 2 ) 16
2: 1983-89 17
3: 1990-96 18