中国出口贸易结构变化的决定因素_产业间面板数据的实证分析

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©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(315)20102ResearchonFinancialandEconomicIssuesNumber2(GeneralSerialNo1315)February,2010(/,116025):,19852006,1989,,,,,:;;:F746112:A:10002176X(2010)0220032206,,:,,,,?2008,,[1],,,,,,,(),BernhofenBrown19,GDP819%,[2],,:2009211216:(L09DJY065):(1978-),,,,,E2mail:yanfang902@sina1com©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.[3],,:,,,,H-O[4]61,,,[5]19851998,,[6],,,,,[7][5],,,,[8],,,HOV,,20,HeckscheOhlin,,(),[8-9],,H2O222,222SamuelsonHeckscher2Ohlin,222Heckscher2Ohlin2Samuelson(HOS)Vanek[10]Heckscher2Ohlin,Heckscher2Ohlin2Vanek,,,:Ti=Yi-Di(1)Yii(N1);Dii(N1),Tii(N1):Fi=ATi(2)lk,:FilFiK=ATi(3)(3)i,iVi=AYii,,,Di=siDw(sii):Fi=ATi=A(Yi-Di)=AYi-ADi=A(Yi-Di)=Vi-AsiDw(4),:Dw=Yw(5)33©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(5)(4),:ATi=A(Yi-Di)=Vi-siVw(6):Ti=A-1(Vi-siVw)(7)(7)HOVGDP,,(A-1)Vi,11,,,,,,,,:lnTit=0+1lnENDit+2lnPRDit+3lnSCAit+i+vt+it(8),Tit,ENDit,PRDit,SCAit,itit,ui,vt,it,0,211:,,,(),,,,,,,,(8),/(SITC),/,,,,/,,,/21Comtrade(1),,,(FDI),(END)(2)(Productivity),(3)(SCA)(4)Comtrade,,1989,19892006,19811LevinLin(LL),[11]Levin,LinChuLL,LLC[12]LLCADF,,i=LLC,ImPesaranShin(Heterogenouspaneldata),IPS[13-14]IPS,i,DFt2barFisher2ADFFisher2PP,[15]IPS4320102315©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.:Yit=it+Xitit+it,i=1,2,,N;t=1,2,,T(9),iN,tTit,Xit1k,itK1,Kit,0,2:(1)()(2)(3)(FE)(RE)Hendry,(),F:F=(R2it-R2P)/(n-1)(1-R2u)/(nT-n-K)F(n-1,nT-n-K)(10),R2u,R2p,FF(n-1,nT-n-K),,,,F,Hausman[16]Hausman:W=[b-]^-1[b-]2(K)(11),b,GLS^=Var[b]-Var[],,KW(Chi-squared),,|W|,ixit,,111:,,,(lnEND),(lnTit)(lnPRD)(lnSCA)1LLCIPSFisher2ADFFisher2PP(lnT)-0155080414514461829551110738(c,0)(012909)(110000)(019992)(019737)(lnEND)-814596-21467141171681615181(c,0)(010000)(010068)(010068)(017894)(lnPRD)-115024011818216115771314205(c,t)(010665)(015721)(018080)(019208)(lnSCA)0169099-01316818147721419015(c,t)(017552)(013757)(016774)(018664)(D(lnT))-8155546-618052283177768210523(c,0)(010000)(010000)(010000)(010000)(D(lnPRD))-417219-51449764161805615123(c,t)(010000)(010000)(010000)(010001)(D(lnSCA))-518397-51135660187706018877(c,t)(010000)(010000)(010000)(010000):(1)(2)(c,0),(c,t)(3)LLCIPSFisher2ADFFisher2PP21(8),,(8):53©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(lnTit)=0+1D(lnENDit)+2D(lnPRDit)+3D(lnSCAit)+i+vi+it(12)(12),FHausmanF:F=4155F(10,173)HausmanHausman10%,Hausman:W=27154,W2(3),(12),,22(12)(1)(2)(3)(OLS)(FE)(RE)011533301183330115333(C)(7197)(12117)(8168)010301080103[D(lnEND)](0124)(1104)(0132)015133301243330145333[D(lnPRD)](4138)(3115)(4118)-0129333-0121333-0127333[D(lnSCA)](-6100)(-4191)(-6127):,3333331%5%10%2,(lnEND),(lnPRD)(lnSCA)1%,(12),,,0124,0121,10%,1,0108,,,,,,,31,,FHausman,,,33(OLS)(FE)0111333(4144)0121333(10150)01030103[D(lnEND)](0121)(0125)0139330116[D(lnPRD)](2149)(1127)-011933-0124333[D(lnSCA)](-2141)(-4121)F=3114,W=9141F=3156,W=17124:,3333331%5%10%,,10%,35%,0139;,01196320102315©1994-2010ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.:[1]1[M]1,:,20011[2]DanielM1BernhofenandJohnC1Broun1AnEmpiricalAssessmentoftheComparativeAdvantageGainstromfrade:EvidencefromJapan[J]1AmericanEconomicRiview,2005,95(1):208-2251[3],110[J]1(),2003,(10):237-2521[4]1:[J]1,2007,(10):151-1601[5]1[J]1(),2004,(4):553-5681[6]1[J]1,2000,(5):59-621[7]1[J]1,2007,(5):4-161[8]Ohlin,B1InterregionalandInternationalTrade[M]1Cambridge:HarvardUniversityPress,19331[9]1[M]1:,19621[10]Vanek,Jaroslav1TheFactorProportionsTheory:TheN2factorCase[Z]1Kyklos:1968,(21):749-7561[11]Levin,A1andLin,C1F11UnitRootTestsinPanelDa2ta,AsymptoticandFinite2SampleProperties,UCSanDiego[R]1WorkingPaper,1992192-931[12]Levin,A1,Lin,C1F1andChu,C1S1J11UnitRootTestsinPanelData,AsymptoticandFinite2SampleProperties[J]1JournalofEconometrics,2002,(108):1-241[13]Im,K1S1,Pesaran,M1H1andShin,Y11TestingforU2nitRootsinHeterogeneousPanels[Z]1Manuscripts:UniversityCambridge,19971[14]Im,K1S1,Pesaran,M1H1andShin,Y11TestingforU2nitRootsinHeterogeneousPanels[J]1JournalofE2conometrics,2002,(19):507-5111[15]Maddala,GS1,andWu,S1AComparativeStudyofU2nitRootTestswithPanelPataandANewSimpleTest[J]1OxfordBulletinofEconomicsandStatistics,1999,(61):631-6521[16]Hausman,J1A1SpecificationTestsinEconometrics[J]1Econometrica,1978,(46):1251-12711[17]Balassa,B11TradeLiberalizationandRevealedCom2parativeAdvantage[J]1TheManchesterSchoolofE2conomicandSocialStudies,1965,33(2):99-1241[18]1()[M]1,:,20011[19]1Eviews[M]1:,20061[20]1[M]1:,20081(:)73

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