论文部分内容阅读
交互效应非线性动态面板模型的Blinder-Oaxaca分解,适用于剖析履责/失责企业收益差距成因等社会经济问题.本文基于企业收益对企业行为,政策调整和金融市场冲击等的动态响应机制,将交互效应,动态项引入非线性静态面板模型,仿真检验交互效应,动态面板模型Blinder-Oaxaca分解的有限样本性质.结果显示:企业行为,政策调整和金融市场冲击异质影响履责/失责群组收益,两者收益差距能有效地被交互效应,非线性动态面板模型的Blinder-Oaxaca分解解释.禀赋效应与歧视效应的整体仿真相对误差仅为0.07%,Blinder-Oaxaca分解具有良好的相对估计精度和有限样本性质.
The Blinder-Oaxaca decomposition of the nonlinear dynamic panel model of interaction effect is suitable for analyzing the social economic issues such as the causes of the income gap between the performing and non-performing businesses.Based on the dynamic response mechanism of corporate earnings to the corporate behavior, policy adjustment and financial market impact, The interactive effects and dynamic items are introduced into the nonlinear static panel model to simulate the interactive effects and the finite sample nature of the Blinder-Oaxaca decomposition of the dynamic panel model.The results show that the heterogeneity of corporate behavior, policy adjustment and financial market impact affect the performance / Group income, the income gap between the two can be effectively explained by Blinder-Oaxaca decomposition of the interaction effect and nonlinear dynamic panel model.The relative error of the overall simulation of endowment effect and discrimination effect is only 0.07%, Blinder-Oaxaca decomposition has a good relative Estimation accuracy and finite sample properties.