金陵狂人1 发表于 2012-11-28 21:37
epoh老师,您好,这是取过对数的和没取过对数的都给你发上来啦,您看看格式对吗,不对我再改 ...
数据变量稍微修改如下:
at_fmols.rar
(13.96 KB)
本附件包括:
城市名称有些跑出来乱码,请自行更正
结果先供你参考
Mean Group Panel FM Estimation
LHS Variable AGRI
Individuals 31
Time Periods 12
Kernel Width 1
common time dummies NOT included
RHS Variable H0 Coefficient
TOUR 1.000000
Member Variable Coefficient t-Statistic
No.1 TOUR 0.564211 -5.477672
No.2 TOUR 0.535648 -10.623092
No.3 TOUR 0.729660 -5.692775
No.4 TOUR 0.380717 -9.751684
No.5 TOUR 0.409473 -26.241490
No.6 TOUR 0.361915 -37.359149
No.7 TOUR 0.403810 -37.076564
No.8 TOUR 0.713377 -6.628832
No.9 TOUR 0.509307 -12.628849
No.10 TOUR 0.378065 -11.824738
No.11 TOUR 0.370485 -19.553812
No.12 TOUR 0.419728 -28.040471
No.13 TOUR 0.530644 -9.486565
No.14 TOUR 0.493167 -22.537116
No.15 TOUR 0.522909 -31.922020
No.16 TOUR 0.530076 -17.981434
No.17 TOUR 0.765873 -3.798116
No.18 TOUR 0.547692 -10.918021
No.19 TOUR 0.717552 -8.567157
No.20 TOUR 0.730370 -4.200926
No.21 TOUR 0.815051 -4.187772
No.22 TOUR 0.521547 -16.536962
No.23 TOUR 0.519927 -7.569713
No.24 TOUR 0.261918 -24.276912
No.25 TOUR 0.604473 -9.455309
No.26 TOUR 0.235667 -18.911369
No.27 TOUR 0.635638 -9.200358
No.28 TOUR 0.474121 -25.513828
No.29 TOUR 0.572094 -7.155006
No.30 TOUR 0.697713 -11.030174
No.31 TOUR 0.945776 -0.676264
*************
Group TOUR 0.545116 -81.688829
Mean Group Panel FM Estimation
LHS Variable AGRI
Individuals 31
Time Periods 12
Kernel Width 1
common time dummies NOT included
RHS Variable H0 Coefficient
TOUR 1.000000
Member Variable Coefficient t-Statistic
Group TOUR 0.545116 -81.688829
Mean Group Panel FM Estimation
LHS Variable AGRI
Individuals 31
Time Periods 12
Kernel Width 1
common time dummies included
RHS Variable H0 Coefficient
TOUR 1.000000
Member Variable Coefficient t-Statistic
Group TOUR 0.051964 -59.161352
1.644854
2.575829
#############
com FMOLS t-stat
北京 0.56 -5.48**
天津 0.54 -10.62**
河北 0.73 -5.69**
山西 0.38 -9.75**
?蒙古 0.41 -26.24**
?宁 0.36 -37.36**
吉林 0.40 -37.08**
黑?江 0.71 -6.63**
上海 0.51 -12.63**
江? 0.38 -11.82**
浙江 0.37 -19.55**
安徽 0.42 -28.04**
福建 0.53 -9.49**
江西 0.49 -22.54**
山? 0.52 -31.92**
河南 0.53 -17.98**
湖北 0.77 -3.80**
湖南 0.55 -10.92**
?? 0.72 -8.57**
?西 0.73 -4.20**
海南 0.82 -4.19**
重? 0.52 -16.54**
四川 0.52 -7.57**
?州 0.26 -24.28**
云南 0.60 -9.46**
西藏 0.24 -18.91**
?西 0.64 -9.20**
甘? 0.47 -25.51**
青海 0.57 -7.16**
宁夏 0.70 -11.03**
新疆 0.95 -0.68
Panel Results
Without Time Dummies
Between 0.55 -81.69**
With Time Dummies
Between 0.05 -59.16**