外资溢出效应的分位数回归研究

欧阳胜银

外资溢出效应的分位数回归研究

引用本文：欧阳胜银.外资溢出效应的分位数回归研究[J].财经理论与实践,2013,(4):40-44

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作者	单位
欧阳胜银	（湖南大学金融与统计学院，湖南长沙410079）

中文摘要:将中国30个省市分化为利用外资高水平区域、利用外资中水平区域、利用外资低水平区域，然后运用分位数回归模型研究了外资对中国工业企业的溢出效应。进行100次自举抽样的实证结果表明，就全国而言，外资具有显著的正向溢出效应，但贡献力度要低于内资。分区域而言，利用外资水平越高的地区，外资的溢出效应最为显著；利用外资高水平区域的外资对产出的贡献度要大于内资的贡献度，而其他两个区域则有相反的趋势；工业企业资产规模越大，外资溢出效应的证据越充分。

中文关键词:分位数回归溢出效应抽样自举贡献度

Study on the Spillover Effects of Foreign Capital on the Basis of Quantile Regression

Abstract:30 provinces in China has been divided into high, middle and low level area of foreign capital utilization, then the spillover effect has been studied on Chinese industrial by using a quantile regression model. The empirical result with 100 bootstrap sampling indicates that foreign capital has significant positive spillover effect on the country as a whole, but the contribution strength is lower than the domestic capital. However, the area with more foreign capital has the most significant spillover effect of foreign capital; the other two regions showed an opposite results; industrial enterprise that has larger asset scale has more significant evidence on spillover effects.

keywords:Quantile regression Spillover effect Bootstrap sampling Contribution degree

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