statax 发表于 2016-1-20 09:00 
统计年鉴上的数据需要以不变价计算,曼奎斯特指数就是TFP吧。
请问大神,最后得出的分解结果是从year=2开始的,那么第一年的tfpch在哪里呢??
[Note that t-1 in year 1 and t+1 in the final year are not defined]
MALMQUIST INDEX SUMMARY
year = 2
firm effch techch pech sech tfpch
1 1.027 1.096 0.930 1.105 1.126
2 0.969 1.095 1.000 0.969 1.061
3 1.451 0.814 1.000 1.451 1.181
4 1.135 0.816 0.944 1.202 0.926
5 1.000 1.641 1.000 1.000 1.641
6 1.000 1.021 1.000 1.000 1.021
7 1.188 0.825 1.342 0.885 0.979
8 1.079 0.936 1.161 0.929 1.009
9 1.007 1.077 0.988 1.019 1.085
10 1.000 0.920 1.000 1.000 0.920
11 1.000 0.923 0.892 1.121 0.923
12 0.991 0.946 1.011 0.980 0.938
13 1.035 1.057 1.032 1.003 1.095
14 1.202 0.836 0.916 1.312 1.005
mean 1.071 0.983 1.010 1.060 1.053
year = 3
firm effch techch pech sech tfpch
1 0.944 1.217 0.851 1.109 1.148
2 0.893 1.219 0.886 1.007 1.088
3 1.185 1.182 1.000 1.185 1.401
4 0.840 1.162 0.835 1.006 0.976
5 1.000 1.267 1.000 1.000 1.267
6 1.000 1.161 1.000 1.000 1.161
7 1.133 1.189 1.446 0.784 1.347
8 1.120 1.202 1.324 0.846 1.346
9 0.884 1.204 0.991 0.892 1.064
10 1.000 1.186 1.000 1.000 1.186
11 1.149 1.199 1.062 1.082 1.378
12 1.049 1.202 1.353 0.776 1.261
13 1.134 1.189 1.312 0.864 1.349
14 1.298 1.193 1.141 1.138 1.549
mean 1.037 1.198 1.070 0.970 1.242
year = 4
firm effch techch pech sech tfpch
1 1.041 1.102 1.037 1.004 1.147
2 0.981 1.103 0.960 1.022 1.082
3 0.839 1.156 1.000 0.839 0.970
4 0.853 1.120 0.932 0.915 0.955
5 1.000 0.854 1.000 1.000 0.854
6 1.000 1.160 1.000 1.000 1.160
7 0.736 1.170 0.593 1.241 0.861
8 0.814 1.188 0.664 1.225 0.966
9 0.974 1.098 0.996 0.978 1.069
10 1.000 1.107 1.000 1.000 1.107
11 0.839 1.196 0.845 0.992 1.004
12 0.803 1.196 0.816 0.984 0.960
13 0.845 1.114 0.798 1.059 0.942
14 0.900 1.193 0.950 0.947 1.073
mean 0.897 1.122 0.888 1.010 1.006
year = 5
firm effch techch pech sech tfpch
1 0.996 1.121 0.783 1.272 1.117
2 0.968 1.123 0.878 1.102 1.087
3 0.795 1.088 1.000 0.795 0.865
4 0.965 1.078 0.956 1.010 1.040
5 1.000 1.043 1.000 1.000 1.043
6 1.000 1.066 1.000 1.000 1.066
7 0.811 1.075 0.690 1.175 0.872
8 1.047 1.134 1.042 1.005 1.187
9 1.018 1.120 0.973 1.045 1.139
10 1.000 1.075 1.000 1.000 1.075
11 1.046 1.173 1.174 0.890 1.227
12 0.901 1.146 0.847 1.064 1.032
13 1.045 1.124 0.985 1.061 1.175
14 0.841 1.132 0.931 0.903 0.952
mean 0.956 1.106 0.940 1.017 1.057
year = 6
firm effch techch pech sech tfpch
1 0.988 1.101 1.053 0.938 1.088
2 0.958 1.107 0.962 0.996 1.060
3 1.397 0.923 1.000 1.397 1.288
4 0.993 1.108 0.982 1.011 1.101
5 1.000 0.960 1.000 1.000 0.960
6 1.000 1.091 1.000 1.000 1.091
7 1.213 0.964 1.501 0.808 1.169
8 0.929 1.027 0.972 0.955 0.954
9 0.970 1.098 0.982 0.987 1.065
10 1.000 1.003 1.000 1.000 1.003
11 0.939 1.078 0.957 0.982 1.013
12 1.000 1.042 1.213 0.824 1.041
13 1.011 1.060 0.995 1.017 1.072
14 1.015 0.989 0.916 1.108 1.003
mean 1.023 1.038 1.030 0.994 1.062
year = 7
firm effch techch pech sech tfpch
1 0.974 1.102 0.984 0.991 1.073
2 0.874 1.104 0.864 1.011 0.965
3 1.002 1.003 1.000 1.002 1.005
4 0.976 1.066 0.970 1.006 1.040
5 1.000 0.920 1.000 1.000 0.920
6 1.000 1.093 1.000 1.000 1.093
7 0.898 1.008 0.831 1.081 0.905
8 1.100 1.016 1.157 0.951 1.118
9 1.009 1.096 0.980 1.030 1.106
10 1.000 1.047 1.000 1.000 1.047
11 1.145 1.023 1.209 0.947 1.171
12 1.045 1.021 1.244 0.840 1.067
13 1.031 1.104 1.011 1.020 1.138
14 1.093 1.011 1.068 1.024 1.105
mean 1.008 1.042 1.017 0.992 1.051
year = 8
firm effch techch pech sech tfpch
1 0.901 1.219 0.993 0.908 1.098
2 1.205 0.972 1.055 1.142 1.171
3 0.953 0.997 1.000 0.953 0.950
4 0.997 0.960 0.906 1.100 0.956
5 1.000 1.123 1.000 1.000 1.123
6 0.935 1.179 1.000 0.935 1.102
7 1.040 1.033 1.197 0.869 1.074
8 0.952 1.162 1.186 0.803 1.106
9 0.967 1.210 0.953 1.014 1.170
10 1.000 1.063 1.000 1.000 1.063
11 0.901 1.235 1.205 0.748 1.113
12 0.878 1.224 1.198 0.733 1.074
13 1.097 1.033 1.220 0.900 1.134
14 0.955 1.145 0.911 1.048 1.093
mean 0.981 1.107 1.053 0.932 1.086
year = 9
firm effch techch pech sech tfpch
1 0.967 1.137 0.971 0.996 1.099
2 1.062 1.042 1.525 0.696 1.107
3 0.993 1.011 1.000 0.993 1.004
4 0.690 1.055 0.673 1.025 0.728
5 1.000 1.414 1.000 1.000 1.414
6 0.904 1.137 1.000 0.904 1.027
7 1.214 1.033 1.314 0.924 1.254
8 0.993 1.097 0.942 1.054 1.090
9 0.970 1.137 0.962 1.008 1.103
10 1.000 1.020 1.000 1.000 1.020
11 0.999 1.141 1.019 0.980 1.140
12 1.025 1.141 1.046 0.980 1.169
13 1.024 0.960 1.058 0.969 0.984
14 0.916 1.105 0.965 0.949 1.012
mean 0.976 1.098 1.018 0.959 1.072
year = 10
firm effch techch pech sech tfpch
1 0.977 0.983 0.987 0.990 0.960
2 0.857 1.074 0.911 0.940 0.920
3 0.917 1.055 1.000 0.917 0.967
4 0.986 0.983 1.000 0.986 0.969
5 1.000 0.945 1.000 1.000 0.945
6 0.933 0.983 1.000 0.933 0.917
7 0.090 1.063 0.901 0.100 0.096
8 0.954 1.081 0.954 1.000 1.031
9 1.148 0.983 1.039 1.105 1.129
10 1.000 0.988 1.000 1.000 0.988
11 0.997 1.096 1.038 0.961 1.093
12 1.029 1.097 0.985 1.044 1.129
13 1.029 1.008 0.963 1.069 1.037
14 0.988 1.084 1.038 0.951 1.071
mean 0.829 1.029 0.986 0.841 0.853
MALMQUIST INDEX SUMMARY OF ANNUAL MEANS
year effch techch pech sech tfpch
2 1.071 0.983 1.010 1.060 1.053
3 1.037 1.198 1.070 0.970 1.242
4 0.897 1.122 0.888 1.010 1.006
5 0.956 1.106 0.940 1.017 1.057
6 1.023 1.038 1.030 0.994 1.062
7 1.008 1.042 1.017 0.992 1.051
8 0.981 1.107 1.053 0.932 1.086
9 0.976 1.098 1.018 0.959 1.072
10 0.829 1.029 0.986 0.841 0.853
mean 0.973 1.079 1.000 0.973 1.049
MALMQUIST INDEX SUMMARY OF FIRM MEANS
firm effch techch pech sech tfpch
1 0.979 1.118 0.951 1.030 1.094
2 0.969 1.091 0.990 0.979 1.058
3 1.038 1.019 1.000 1.038 1.058
4 0.929 1.034 0.905 1.026 0.960
5 1.000 1.105 1.000 1.000 1.105
6 0.974 1.097 1.000 0.974 1.068
7 0.774 1.035 1.038 0.745 0.801
8 0.994 1.090 1.027 0.968 1.084
9 0.992 1.112 0.985 1.007 1.103
10 1.000 1.043 1.000 1.000 1.043
11 0.997 1.114 1.037 0.961 1.111
12 0.965 1.109 1.065 0.906 1.070
13 1.025 1.070 1.032 0.993 1.097
14 1.014 1.071 0.979 1.036 1.085
mean 0.973 1.079 1.000 0.973 1.049
[Note that all Malmquist index averages are geometric means]