Лекция по эконометрике № 10, 4модуль Динамические модели ... · Лекция по эконометрике № 10, 4модуль

Лекция по эконометрике № 10,

4 модуль

Динамические модели панельных данных

1

Демидова

Ольга Анатольевна

https://www.hse.ru/staff/demidova_olga

E-mail:[email protected]

26.05.2020

Demidova Olga, HSE, Moscow, 2020

www.hse.ru



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The data are taken from the National Longitudinal Survey (NLS Youth Sample)

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contain observations on 545 males for the years 1980-1987.

Variables:

NR Observations number

YEAR Year of observation

School Years of schooling

Exper Age-6-School

19

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Exper Age-6-School

Exper2 Experience Squared

LogExper Log(1+Experience)

Union Wage set by collective bargaining

Mar Married

Black Black

Hisp Hispanic

Health Has health disability

Rural Lives in rural area

NE Lives in North East

NC Lives in Northern Central

S Lives in south

Wage Log of hourly wage

Пример

Industry Dummies:

AG Agricultural

MIN Mining

CON Construction

TRAD Trade

TRA Transportation

FIN Finance

BUS Business & Repair Service

PER Personal Service

ENT Entertainment

MAN Manufacturing

20

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MAN Manufacturing

PRO Professional & Related Service

PUB Public Administration

Occupational Dummies:

OCC1 Professional, Technical and kindred

OCC2 Managers, Officials and Proprietors

OCC3 Sales Workers

OCC4 Clerical and kindred

OCC5 Craftsmen, Foremen and kindred

OCC6 Operatives and kindred

OCC7 Laborers and farmers

OCC8 Farm Laborers and Foreman

OCC9 Service Workers

Пример

HISP .01265787 (omitted) .01559304 0

BLACK -.14238416*** (omitted) -.14085141*** 0

MAR .11261991*** .06075347*** .07543385*** .04209691

UNION .18327671*** .08274536*** .10884132*** .02715298

EXPER .05012745*** .05960088*** .05772795*** .04562704***

SCHOOL .10363006*** (omitted) .10792405*** 0

Variable regpooled regfe regre regab

21

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legend: * p<.1; ** p<.05; *** p<.01

_cons .02318254 1.2123546*** -.04414526

L1. .13891231***

WAGE

PUB .00767313 .04107969 .03607416 .05828411

HISP .01265787 (omitted) .01559304 0

Влияние exper в модели AB:

SR: 0.045; LR: 0.456/(1-0.139) = 0.529

22

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Лекция по эконометрике № 10, 4модуль Динамические модели ... · Лекция по эконометрике № 10, 4модуль