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双效应面板ELES模型的构建与实证研究
引用本文:赵卫亚. 双效应面板ELES模型的构建与实证研究[J]. 统计研究, 2015, 32(5): 76-83
作者姓名:赵卫亚
摘    要:
本文在拓展ELES模型传统假设的基础上,将ELES模型推广到面板数据模型。构建同时包含时间效应和个体效应的双效应面板ELES模型,提出实证研究中模型形式的识别检验流程,并利用面板ELES模型实证研究了2002-2012年期间我国城镇居民消费结构的变动特征。

关 键 词:ELES  面板模型  双效应  模型构建  

Construction and Empirical Study of Panel ELES Models with Two Effects
Zhao Weiya. Construction and Empirical Study of Panel ELES Models with Two Effects[J]. Statistical Research, 2015, 32(5): 76-83
Authors:Zhao Weiya
Abstract:
This paper extends the ELES models to panel data by modifying the classical assumptions of ELES models. Specifically, we construct the panel ELES models with two effects, i.e., individual and time effects, and discuss the process of model identification in empirical studies. In addition, we use the panel ELES models to carry out an empirical study on the dynamic characteristics of consumption structure based on the panel data of urban residents from 2002 to 2012.
Keywords:ELES  Panel Models  Two Effects  Model Construction  
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