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1、(2)定义序列名并入数据CrossSectionIdentifierff:028Time.13:35Sample:19962002Includedobservations.7Cross-sectionsincluded15Totalpool(balanced)observations:105VariableCoefficientStdErrort-StatisticProb.C515614281.596656.3190610IP2069756100126925496029oooFixedEffects(Cross)AH-C-36.305B3BJ-C537班EOFJ-C-47.64515HB-C
2、-154.2367H1.PC-1697015J1.-C24.50427JS-C-35.19587JX-C-31969601.NC1064273NMG-C-2095484SD-C1341145SH-C2669059SX-C-74.88901TJ-C47,22940ZJ-C1566202EffectsSpecificationCross-sectionfixed(dummyvariables)Rsquafd0992488MeandependentVar4917.6C6AdjustedR-squared0991222SDdependentvar1704704SE.ofregression159718
3、4Akaikeinfocriterion13.12414Sumsquaredresid2270386Schwarzc11te11on1352561.oglikelihood-673.0173F-statistic783.8902Durbm-Watsonstat1609517Prob(F-StatiStic)o相应的表达式为:C=5l5.6+0.70i-36M+537.6+198.6/%(6.3)(55)R:=0.99.SSE,=2270386其中虚拟变卬R,%的定义是:Jl,如果属于第个个体,i=12-51.O,其他餐距项的Randomeffects(个体Bt机效应)得到如下部分输出结果:-5
4、文单位根枪融过程如下:5511553l区2?BSt3PryltH35*!伞。卬VbrsBJCPFJCPHBCPHUCPJ1.Spreedibeet4011.775319733929046872833321371:ADUdDM*TtHt4053441386831930779993286432pl*phs)5314.52141042613596瞄3736HB5522762436165538905804077961Smptv9Su1.to.CorrelationsCoZkr、gc。;1.rincipalexponentsCorrelocrw(I)Cr2stCrrltckQ).CoHQCr3i7i7x
5、t.HRqRT”Q55$。Ctuttlity.1.*blvE5EViewsGroup:UITTT1.EDVorkfile:CASEl3:Casel3CDElEdItQj*cty】cfroc2CORtlQNWindowHlpOPtth三cdcmntsMdsetticsxlrayiiydocumentsDB三mmYF三c*sel36169101112812189879371317846886396天40.058.237.91.2.967.7.102.8.553.津50470256961536445264344564859796650725479589166河61.484.779.69.39.39.
6、51.19.07.99.北16782568280677311809673941474153236247705179568963山24.891.034.10.05.05.02.54.13.42.西11705136960338861591633941内512755956048705481629169蒙29.735.651.59.12.19.22.19.36.28.古05589200889014992679604346535657546553726080659173辽57.097.424.42.40.77.07.43.07.69.宁7960125264589256285527484053436249705478608667吉10.2040.3760.73.05.92.40.68.90.94.743883159166997317813287福32.713.189.31.99.56.5.361.1.394.建264081366854267151413638512355946345694975538661江03.506.535.49.01.14.59.37.19.09.西5860216432425564846639505210642271527655836094667474山89.001.414.96.99.69.37.73.4.757.东9700813632913580759313841