1、如果是非平稳面板,但有不存在协整关系,是不是对变量差分后在回归?
2、面板的个体固定效应回归结果怎么会存在共同的截距项???(下图红色标示)用eviews6做的
Dependent Variable: LOG(RD?)
Method: Pooled EGLS (Cross-section weights)
Date: 08/08/08 Time: 13:36
Sample (adjusted): 1992 2006
Included observations: 15 after adjustments
Cross-sections included: 28
Total pool (balanced) observations: 420
Linear estimation after one-step weighting matrix
Variable Coefficient Std. Error t-Statistic Prob.
C -1.918778 0.334629 -5.734048 0.0000
LOG(GDP?) 0.539796 0.053476 10.09413 0.0000
D? 0.292973 0.029934 9.787364 0.0000
LOG(TEC?) 0.503995 0.025046 20.12293 0.0000
LOG(RD?(-1)) 0.359358 0.033907 10.59849 0.0000
POP? 0.388713 0.428815 0.906483 0.3652
Fixed Effects (Cross)
BJ--C 0.522298
TJ--C 0.345165
HEB--C -0.280948
SX--C -0.042665
NMG--C -0.163482
LN--C -0.164931
。。。。。


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