CAJ | 학술논문

提出了时变弹性系数生产函数模型，该模型刻画了弹性系数不再是常数而是随时间变化而变化的函数，并且去除了古典生产函数模型的两个不合理的假设，即所提出的模型释放了技术进步是中性的以及技术进步与投入要素投入量变化是独立的两个假设，从而使所提出的模型更加符合实际应用的情况．文中通过现代统计学中的非参数推断方法，研究了时变弹性系数生产函数回归模型，利用局部多项式回归方法，给出了时变弹性系数函数的局部线性加权最小二乘估计．根据广义似然比检验，检验了弹性系数的时变性．结合中国的实际例子，通过实证得出，在1981年到2004年期间，中国的资本和劳动产出弹性都不是常数而是时间的非线性函数．资本产出弹性在0．21至0．68之间，劳动产出弹性在0．44至0．89之间，规模报酬在0．89至1．14之间．
제출료시변탄성계수생산함수모형，해모형각화료탄성계수불재시상수이시수시간변화이변화적함수，병차거제료고전생산함수모형적량개불합리적가설，즉소제출적모형석방료기술진보시중성적이급기술진보여투입요소투입량변화시독립적량개가설，종이사소제출적모형경가부합실제응용적정황．문중통과현대통계학중적비삼수추단방법，연구료시변탄성계수생산함수회귀모형，이용국부다항식회귀방법，급출료시변탄성계수함수적국부선성가권최소이승고계．근거엄의사연비검험，검험료탄성계수적시변성．결합중국적실제례자，통과실증득출，재1981년도2004년기간，중국적자본화노동산출탄성도불시상수이시시간적비선성함수．자본산출탄성재0．21지0．68지간，노동산출탄성재0．44지0．89지간，규모보수재0．89지1．14지간．
The production function regression models with time-varying elasticity coefficients are studied. The local linear weighted least squares estimators for time-varying elasticity coefficient functions are provided by the local polynomial regression method. For the real data example of China, the time-varying properties of the elasticity coefficients are studied. By the generalized likelihood ratio test, the capital output elasticity and the labor output elasticity in China are not constants but the nonlinear functions of the time in the period of 1981-2004 . The capital output elasticity varies from 0.21 to 0.68. The labor output elasticity varies from 0.44 to 0.89, and the return to scale varies from 0.89 to 1.14.