摘要
本文在大量数据集合中提炼共同因子,与不可观测变量构成预测器,建立因子增广向量自回归模型,分析技术创新效率不确定性方差构成,精准测度其不确定性程度。研究发现:①技术创新效率不确定性变动具有3种效应,即水平效应、规模效应和稳定性效应;②水平效应表现为线性冲击作用,而后两种效应是非线性冲击作用;③技术创新效率不确定性程度可以由自回归随机变动幅度表示,各组成部分是由自回归扰动项、共同因子和不可观测变量共同引起的。研究意义在于坚持效率导向,通过优化要素配置和推动协同创新,减少技术创新效率不确定性变动中的随机因素冲击,使之持续平稳提升。
Extracting the common factors from the large data set,consisting the predictor with the unobserved variables together,the paper constructs the factor augmented vertical auto-regression(FAVAR)model.In order to analyze the components of the technology innovation productivity(TIP)uncertainty variance,the model can measure its uncertainty degree accurately.The results are as follows.①The shock of the uncertainty of the TIP has the level effect,the scale effect and the sustained effect.②The level effect has the line shock,and the others are the non-linear shock.③The TIP uncertainty degree can be expressed as the auto-regression stochastic volatility,the structural components are caused with the auto-regression perturbation terms,the common factors and the unobserved variables.The research significant is insisting on the productivity direction,decreasing stochastic factors shock during TIP uncertainty volatility through optimizing factors allocation and running coordination innovation,making it rising continually and steady.
作者
王必好
梁荣成
Wang Bihao;Liang Rongcheng(School of Economics and Management,East China Jiaotong University,Nanchang 330013,China;School of Labor and Human Resources of Renmin University of China,Beijing 100872,China)
出处
《中国科技论坛》
CSSCI
北大核心
2021年第10期40-49,103,共11页
Forum on Science and Technology in China
基金
教育部人文社科研究规划基金项目“适宜性技术选择、新旧动能转换与制造业转型升级动力机制研究”(19YJA790109)
国家社会科学基金项目“乡村振兴战略下农村居民获得感的分异特征评价与提升策略优化研究”(19BTJ048)。
关键词
技术进步
效率
不确定性测度
Technology change
Productivity
Uncertainty measuring
