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[量化金融] 技术学习和创新孕育滞后于 [推广有奖]

51
能者818 在职认证  发表于 2022-6-25 05:54:17
当IFA中缺少值时,回归还包括一个等于1的虚拟变量。表A4。计数数据模型-无线索(1)(2)(3)(4)(5)(6)PoissonPoissonNegbinNegbinNegbinNegbin0.555**0.459*0.452*0.481*0.484*0.487*(0.253)(0.259)(0.268)(0.255)(0.264)(0.258)0.1790.0510.0530.1220.0600.066(0.167)(0.178)(0.195)(0.186)(0.185)(0.180)0.3780.2790.2930.1420.0740.087(0.271)(0.262)(0.262)(0.232)(0.200)(0.179)CERN(5,6)1.181***1.031***1.082***0.863***0.816***0.835***(0.372)(0.393)(0.398)(0.330)(0.291)0.901**0.812*0.8191.036**1.071***1.081***(0.372)(0.433)(0.523)(0.432)(0.413)(0.380)0.6880.3560.3690.090-0.054-0.034(0.448)(0.529)(0.593)(0.436)(0.472)(0.524)高科技0.433**0.660**0.675**0.639**0.788***0.799**(0.189)(0.303)(0.307)(0.256)(0.281)(0.317)Mediumi3.059**2.942**2.954**3.272**3.186**3.187***(1.533)(1.450)(1.429)(1.337)(1.238)(1.223)大2.954**2.791*2.800*2.899**2.875**2.881**(1.475)(1.438)(1.442)(1.293)(1.213)(1.219)V大4.757***4.414***4.424***4.543***4.260***4.265***(1.652)(1.630)(1.651)(1.481)(1.446)(1.463)平均pi-0.054-0.030-0.0320.0310.1290.126(0.545)(0.588)(0.598)(0.469)(0.511)(0.508)IFAit0.106*0.109*0.112**(0.059)(0.058).058)(0.051)(0.048)订单I-0.007-0.006(0.097)(0.104)pctc,t-0.030-0.012(0.024)(0.035)过度分散()2.11461.99171.9878c0.00000.00000.00000.00000.00000.0000s0.00000.00000.00000.00000.00000.0000t0.00000.00460.00000.00000.00000.0000*p<0.1,**p<0.05,***p<0.01注:标准误差。括号内按扇区(即2位NACE代码)分组;“”国家FE(“部门FE”/“年度FE”)显示了与联合零假设Wald检验相关的p值,即国家(部门/年度)固定效应在统计上不显著。过度分散试验(p值):299.04(0.0000)、274.81(0.0000)、272.15(0.0000)。

52
kedemingshi 在职认证  发表于 2022-6-25 05:54:21
当IFA中缺少值时,回归还包括一个等于1的虚拟变量。表A5。计数数据模型-较大样本(IFAit中有5个缺失值)(1)(2)(3)(4)(5)(6)泊松泊松泊松负宾尼格宾0.2490.2460.2410.2070.2310.227(0.201)(0.197)(0.202)(0.214)(0.213)(0.213)0.699**0.596*0.583*0.596*0.600*0.595*(0.325)(0.333)(0.347)(0.339)(0.346)(0.341)0.2710.1420.1340.2120.1650.157(0.241)(0.261)(0.290)(0.271)(0.269)(0.273)0.5090.3960.3940.2720.2140.200(0.354)(0.369)(0.381)(0.339)(0.330)(0.327)CERN(5,6)1.374***1.215**1.237**1.031**1.002**0.982**(0.450)(0.484)(0.505)(0.444)(0.424)(0.434)1.044**0.940*0.9211.111*1.156**1.142**(0.488)(0.535)(0.641)(0.588)(0.572)(0.565)0.8460.5320.5200.2630.1260.100(0.518)(0.580)(0.660)(0.472)(0.496)(0.592)高科技0.471**0.699**0.694**0.642**0.790***0.780**(0.191)(0.294)(0.293)(0.270)(0.289)(0.329)Mediumi3.299**3.184**3.200**3.489***3.427***(1.481)(1.393)(1.370)(1.297)(1.191)(1.176)大2.940**2.779**2.785**2.909**2.888**2.882**(1.467)(1.418)(1.411)(1.286)(1.201)(1.203)V大4.822***4.482***4.480***4.572***4.314***4.309***(1.637)(1.614)(1.474)(1.440)(1.449)平均pi-0.063-0.038-0.0260.0860.1820.185(0.492)(0.511)(0.503)(0.434)(0.471)(0.459)IFAit0.103*0.104**0.102**(0.055)(0.055)0.053)(0.047)(0.043)订单10.0060.006(0.100)(0.108)pctc,t-0.0230.008(0.027)(0.033)过度分散()2.21292.09882.1012c0.00000.00000.00000.00000.00000.0000s0.00000.00000.00000.00000.00000.0000t0.00740.08920.00030.00660.00000.0000*p<0.1,**p<0.05,***p<0.01注:标准误差。按行业分类(即。

53
能者818 在职认证  发表于 2022-6-25 05:54:24
括号中的2位NACE代码;“”国家FE(“部门FE”/“年度FE”)显示了与联合零假设Wald检验相关的p值,即国家(部门/年度)固定效应在统计上不显著。过度分散试验(p值):320.39(0.0000)、295.94(0.0000)、294.26(0.0000)。当IFA中缺少值时,回归还包括一个等于toone的虚拟变量。表A6。计数数据模型-较大样本(IFAit中有6个缺失值)(1)(2)(3)(4)(5)(6)泊松泊松泊松负宾尼格宾0.287*0.299*0.286*0.2110.2480.233(0.173)(0.167)(0.169)(0.201)(0.198)(0.190)0.786***0.714***0.691**0.660**0.683**0.663**(0.261)(0.249)(0.270)(0.268)(0.276)(0.261)0.421**0.3180.2950.3370.3040.279(0.195)(0.207)(0.223)(0.251)(0.251)(0.237)0.649*0.573*0.553*0.3620.3290.292(0.347)(0.348)(0.319)(0.331)(0.324)(0.276)CERN(5,6)1.524***1.404***1.410***1.100**1.087***1.044***(0.417)(0.426)(0.400)(0.431)(0.403)(0.358)1.192***1.143***1.099**1.173**1.260**1.212***(0.359)(0.381)(0.486)(0.507)(0.515)(0.461)0.999**0.7600.7230.3460.2680.208(0.494)(0.509)(0.553)(0.501)(0.525)(0.556)高科技0.576***0.775***0.762***0.767***0.900***0.881***(0.191)(0.289)(0.282)(0.220)(0.256)(0.275)Mediumi3.567**3.464**3.470**3.660***3.595***3.595 4***(1.480)(1.353)(1.357)(1.255)(1.114)(1.096)大3.082**2.932**2.931**3.028**3.006***3.001***(1.455)(1.373)(1.374)(1.236)(1.114)(1.105)V大4.950***4.570***4.558***4.621***4.318***4.305***(1.624)(1.594)(1.613)(1.420)(1.367)(1.359)平均。

54
nandehutu2022 在职认证  发表于 2022-6-25 05:54:27
pi0.4780.4710.4840.4790.5450.555(0.412)(0.423)(0.411)(0.432)(0.434)(0.421)IFAit0.105*0.105**0.113**0.111**(0.054)(0.053)(0.051)(0.049)订单I0.0130.019(0.084)(0.087)pctc,t-0.0230.002(0.028)(0.036)过度分散()2.26232.14932.1521c0.00000.00000.00000.00000.00000.0000s0.00000.00000.00000.00000.00000.0000t0.01450.08820.03170.00020.00000.0000*p<0.1,**p<0.05,***p<0.01注:标准误差。括号内按扇区(即2位NACE代码)分组;“”国家FE(“部门FE”/“年度FE”)显示了与联合零假设Wald检验相关的p值,即国家(部门/年度)固定效应在统计上不显著。过度分散试验(p值):356.00(0.0000)、332.26(0.0000)、330.38(0.0000)。当IFA中缺少值时,回归SO包括一个等于1的虚拟变量。表A7。计数数据模型-编号。

55
可人4 在职认证  发表于 2022-6-25 05:54:30
代替订单金额的订单数量(1)(2)(3)(4)(5)(6)PoissonPoissonNegbinNegbinNegbinNegbin0.1640.1670.0940.1220.1510.089(0.214)(0.204)(0.226)(0.229)(0.220)(0.231)0.637**0.5430.4390.546*0.564*0.478(0.324)(0.334)(0.363)(0.315)(0.323)(0.303)0.2710.1450.0200.1910.1460.045(0.236)(0.257)(0.325)(0.255)(0.253)(0.270)0.4820.3860.2270.2260.1770.032(0.341)(0.352)(0.393)(0.311)(0.296)(0.303)CERN(5,6)1.293***1.147**0.980*0.954**0.927**0.747*(0.449)(0.487)(0.547)(0.419)(0.397)(0.412)1.021**0.934*0.6511.132**1.190**0.940**(0.452)(0.510)(0.693)(0.506)(0.498)(0.474)0.8080.4790.1950.1870.066-0.174(0.544)(0.634)(0.819)(0.508)(0.549)(0.728)高科技0.426**0.653**0.588**0.632**0.782***0.728**(0.193)(0.307)(0.249)(0.259)(0.283)(0.286)Mediumi3.098**2.982**3.075**3.301**3.221***3.274***(0)1.549)(1.466)(1.298)(1.356)(1.250)(1.134)大2.983**2.821*2.819**2.921**2.901**2.904**(1.492)(1.456)(1.348)(1.311)(1.225)(1.160)V大4.787***4.446***4.427***4.561***4.279***4.289***(1.665)(1.647)(1.525)(1.488)(1.448)(1.350)平均pi-0.041-0.0170.0940.0370.1380.197(0.559)(0.603)(0.500)(0.470)(0.512)(0.451)IFAit0.105*0.099*0.113**(0.059)(0.051)053)(0.050)(0.044)#订单10.1560.132(0.221)(0.219)pctc,t-0.029-0.012(0.024)(0.036)过度分散()2.11381.99051.9684c0.00000.00000.00000.00000.00000.0000s0.00000.00000.00000.00000.00000.0000t0.00000.00880.00000.00110.00000.0000*p<0.1,**p<0.05,***p<0.01注:标准误差。括号内按扇区(即2位NACE代码)分组;“”国家FE(“部门FE”/“年度FE”)显示了与联合零假设Wald检验相关的p值,即国家(部门/年度)固定效应在统计上不显著。过度分散试验(p值):298.13(0.0000)、274.01(0.0000)、265.79(0.0000)。

56
kedemingshi 在职认证  发表于 2022-6-25 05:54:33
当IFA中缺少值时,回归SO包括一个等于1的虚拟变量。表A8。计数数据模型.替代性高科技分类(1)(2)(3)(4)(5)(6)泊松泊松泊松负BinNegbIngbin0.1880.2080.2170.1470.1830.184(0.218)(0.210)(0.219)(0.231)(0.225)(0.226)0.666**0.593*0.590*0.578*0.605*0.606*(0.327)(0.332)(0.353)(0.320)(0.328)(0.323)0.3100.2090.2190.2390.2020.205(0.241)(0.254)(0.288)(0.257)(0.252)(0.256)0.5330.4710.4940.2880.2520.259(0.348)(0.355)(0.379)(0.322)(0.302)(0.297)CERN(5,6)1.351***1.241**1.306**1.031**1.021**1.032**(0.452)(0.483)(0.518)(0.433)(0.410)(0.420)1.084**1.037**1.055*1.219**1.295***1.293***(0.439)(0.494)(0.623)(0.513)(0.496)(0.482)0.871*0.5570.5840.2940.1920.199(0.525)(0.585)(0.688)(0.509)(0.543)(0.627)%HTOi0.510***0.798***0.816***0.659**0.833**0.837**(0.135)(0.218)(0.239)(0.309)(0.333)(0.369)Mediumi3.209**3.153**3.170**3.373**3.315**3.320**(1.621 8)(1.532)(1.515)(1.428)(1.326)(1.312)大3.086**2.977**2.992**2.991**2.997**(1.538)(1.482)(1.504)(1.358)(1.277)(1.290)V大4.869***4.558***4.575***4.613***4.341***4.344***(1.709)(1.674)(1.713)(1.522)(1.483)(1.501)平均pi-0.0200.0170.0150.0410.1480.149(0.591)(0.649)(0.653)(0.489)(0.538)(0.526)IFAit0.112**0.115**0.115**0.116***(0.053)(0.053)2)(0.046)(0.043)订单I-0.0090.000(0.098)(0.104)pctc,t-0.032-0.013(0.025)(0.035)过度分散()2.09121.95601.9530c0.00000.00000.00000.00000.00000.0000s0.00000.00000.00000.00000.00000.0000t0.00000.01010.00000.00100.00000.0000*p<0.1,**p<0.05,***p<0.01注:标准误差。括号内按扇区(即2位NACE代码)分组;“”国家FE(“部门FE”/“年度FE”)显示了与联合零假设Wald检验相关的p值,即国家(部门/年度)固定效应在统计上不显著。

57
大多数88 在职认证  发表于 2022-6-25 05:54:36
过度分散试验(p值):295.63(0.0000)、268.21(0.0000)、265.26(0.0000)。当IFA中缺少值时,回归SO包括一个等于1的虚拟变量。

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