五千年(敝帚自珍)

主题:【原创】TFP浅解 -- 大雪满天

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家园 俺奏是转了,你能把我怎么样

哈哈哈,开玩笑

我不懂经济啊,看你们撸胳膊挽袖子的,又不知道你们到底要文比还是武比,真怕你们砸了社长酒店的瓶瓶罐罐,所以赶紧把你们请到练武厅,呵呵呵

不过有一句是真的,按老铁的设计,一但转了版主还就真没办法了。帖子到“争鸣”版后,MS也只有老铁才能转出来了。到时候看情况再麻烦老铁吧。

抱歉啦,大家慢慢讨论,俺撤了

家园 为啥结果不接近, 只有问他自己了

楼主纯是在搅混水, 他自己搜出来的wiki讲了怎么处理, 自己却不看, 找了这么一篇莫名其妙的文章.

家园 有趣有益、互惠互利

有趣有益我们可以想想办法,我这样写:

要以渔业生产而言,姜太公那直钩钓TFP最低没得跑,

所以大家都很鄙视他。

谁知道他不是钓的不是鱼,以总收入来看,那TFP只能说高,实在是高。

互惠互利就困难了,我还不知道和谁去互惠互利,只好给表扬我的你一朵花,别小看这花,至少是空前的,很可能也是绝后的。

家园 看起来你们认识, 那你不是新人咯?

你不光要讲TFP, 还顺带稍上了林毅夫, 另外找了一篇论文做佐证. 这其中的逻辑思路, 远不是三言两语能说清楚的. 万小虎如果真要和你争, 我感觉你的任务很艰巨.

家园 Wiki资料:TFP与Solow Residual的关系

In economics, total-factor productivity (TFP) is a variable which accounts for effects in total output not caused by inputs. For example, a year with unusually good weather will tend to have higher output, because bad weather hinders agricultural output. A variable like weather does not directly relate to unit inputs, so weather is considered a total-factor productivity variable.
外链出处

The total national income in an economy may be modeled as being explained by various factors. A simple example of this is the Cobb-Douglas production function: 点看全图

。。。。。。

A change in the residual, total factor productivity, represents the change in national income that is not explained by changes in the level of inputs (capital and labor) used.Total Factor Productivity can be measured by 点看全图

外链出处其中* K: the capital;* L: the size of the labor force;* A: represents productivity, reflecting the level of technology in the economy and the efficiency with which labour and capital are used.

The Solow residual is a number describing empirical productivity growth in an economy from year to year and decade to decade. Robert Solow defined rising productivity as rising output with constant capital and labor input. It is a "residual" because it is the part of growth that cannot be explained through capital accumulation. The Solow Residual is procyclical and is sometimes called the rate of growth of total factor productivity.
外链出处

OK, Solow Residual 是 TFP 的变化率。举证结束。

注:九霄兄九霄环佩:万里风中虎的主要概念错误:和侠客梦侠客梦:TFP、TFP增长率的计算的解释是对的。

注:我也掺和了一把,好歹不是瞎掺和。主要是自己概念搞清楚了希望与大家分享。不过还要说声对不起。

注:这个变化率不是原始意义上的,是被修正的。对技术细节感兴趣的请看侠客梦的帖子。


本帖一共被 3 帖 引用 (帖内工具实现)
家园 是啊,马甲也有说话的权利么

用一个马甲可以免伤和气.

而且这个公式的分析,我觉得是两位大牛看得太匆忙了,忘了加ln.

家园 是把概念搞混了(类比:速度和加速度)

frnkl:Wiki资料:TFP与Solow Residual的关系

家园 I can NOT agree wit you

1.After taking the log, we are interpolating the series with the exponential function,which is different with the linear function. What we are estimating is the growth rate between the time interval. it is not a simple ratio relationship between the dependent variable and the independent variable. I think that is the economic meaning to do so.

You might miss the condition at the first beginning:

The most basic technique for doing this is to assume constant rates of change in all the variables (obscured by noise), and regress on the data to find the best estimate of these rates in the historical data available (using an Ordinary least squares regression). Economists always do this by first taking the natural log of their equation (to separate out the variables on the right-hand-side of the equation); logging both sides of this production function produces a simple linear regression with an error term,

2.From math point,to do so is NOT just because it is easy to obtain the simple regression.

The dependent variable is nonnegative,which violates the normal assumption of the linear regression, we can not directly use simple linear regression to estimate the relationship between the independent variable and dependent variable. Instead, we have to make the transformation to estimate the relationship between the independent variable and the change of the dependent variable, which can be either positive or negative. It is quite different.

家园 西西河还可以这样?

全都是英文,这也太难了吧?

家园 看不出你说的与LZ的有什么矛盾

最多是个补充。

家园 I can NOT accept conclusion

I can not agree with the conclusion in the last sentence.

这说得很清楚,取对数是为了分离变量,获得简单的线性回归方程,以方便计算,

而根本没有任何他们所暗示的特殊的,神秘的经济学意义。http://www.ccthere.com/article/2094249

家园 困惑

“取对数是为了分离变量,获得简单的线性回归方程,以方便计算”这句是wikipedia中一句的直接翻译,和你帖子的第二点也不矛盾啊。

“而根本没有任何他们所暗示的特殊的,神秘的经济学意义。”也没问题吧?

家园 难道加了对数就改变量纲了?

即:TFP=RMB元/(RMB元+小时+平方米)

存在度量衡不统一的问题.这个式子在经济上是不成立的。

?

其实经济意义也很清楚,所谓的小时指的是平均每小时多少元乘以多少小时,所谓的平方米指的每平方米多少元乘以平方米

即TFP=元/(元+小时*元/小时+平方米*元/平方米)

这有问题吗?

难道小时再加上一个log量纲就改变了?

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有趣有益,互惠互利;开阔视野,博采众长。
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