我用C- D 生产函数Y=A0ertKαLβ 计算科技贡献率。为了消除多重共线性,用α+β=1去掉一个自变量,得㏑(Y/L) =㏑A0+rt+α㏑(K/L)+u2
然后剔除二阶自相关,得到的结果是自变量ln(k/l)的t统计无法通过,该怎么办?(不存在异方差)
Dependent Variable: LNGDP/L Method: Least Squares Date: 05/18/07 Time: 22:54 Sample (adjusted): 3 21 Included observations: 19 after adjustments Convergence achieved after 11 iterations Variable Coefficient Std. Error t-Statistic Prob. LNK/L 0.175196 0.136118 1.287093 0.2189 T 0.109657 0.030037 3.650776 0.0026 C -1.629247 0.591887 -2.752631 0.0156 AR(1) 1.490989 0.185746 8.027027 0.0000 AR(2) -0.714602 0.195862 -3.648491 0.0026 R-squared 0.996879 Mean dependent var -0.626140 Adjusted R-squared 0.995987 S.D. dependent var 0.857615 S.E. of regression 0.054326 Akaike info criterion -2.766691 Sum squared resid 0.041318 Schwarz criterion -2.518155 Log likelihood 31.28357 F-statistic 1117.953 Durbin-Watson stat 1.767394 Prob(F-statistic) 0.000000 Inverted AR Roots .75-.40i .75+.40i


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