我估计了出口、gdp 和人力资本的依赖性。如果选择线性方法,我得到了这个:
Dependent Variable: EXPORTS
Method: Least Squares
Date: 05/23/15 Time: 18:20
Sample: 1960 2011
Included observations: 52
Variable Coefficient Std. Error t-Statistic Prob.
C 2.63E+10 1.38E+10 1.911506 0.0618
HC -1.36E+10 6.08E+09 -2.233089 0.0301
GDP 2903680. 192313.2 15.09870 0.0000
R-squared 0.967407 Mean dependent var 1.90E+10
Adjusted R-squared 0.966076 S.D. dependent var 2.22E+10
S.E. of regression 4.08E+09 Akaike info criterion 47.15324
Sum squared resid 8.16E+20 Schwarz criterion 47.26581
Log likelihood -1222.984 Hannan-Quinn criter. 47.19640
F-statistic 727.1844 Durbin-Watson stat 0.745562
Prob(F-statistic) 0.000000
HC 系数的符号是负数,这与理论相悖。我尝试了对数、指数形式,但我仍然得到 HC 的负数结果。我想知道什么是正确估计它的方法。先感谢您。