臺灣博碩士論文加值系統

經濟理論與實證研究顯示外人直接投資(FDI)會影響所得分配的不均度，並且其影響會隨著地主國人力資本存量與(或)金融發展程度的不同程度而有所不同。本論文使用半參數平滑係數部分線性迴歸模型，研究FDI與所得不均度之間的關係並且運用Fan and Huang (2005)提出的虛擬概似比檢定來檢定模型中參數部分的顯著性。
本篇文章使用了一筆從1959年至1997年間來自88個不同發展程度國家，經整理過後的觀測資料集，研究外人直接投資存量與吉尼係數成長率之間的關係。本研究結果指出，主要在國民平均教育年數、每人國內生產毛額較低且金融市場發展相對較好的國家，外人直接投資會擴大所得分配。當國民平均教育年數以及每人國內生產毛額增加，FDI對所得不均度的影響會減輕。另一方面，當金融發展程度提昇，則FDI會增加所得不均度。

Theoretic economic models have shown that foreign direct investment (FDI) may affect income inequality and such impact varies according to the stock of human capital and/ or level of financial development in the host country. The inequality effect of FDI may vary depending on the country’s skilled labor abundance and level of development. This thesis uses the semiparametric varying coefficient partially linear regression model to investigate the association between FDI and inequality and employs the profile likelihood ratio (PLR) test proposed by Fan and Huang (2005) to test the parametric components of the model.

This paper investigates the relationship between the stock of inward FDI and the growth rate of Gini coefficient using a pooled dataset consisted of 175 observations from 88 countries observed from 1959 to 1997. Our results indicate that inward FDI widens income distribution mainly in countries where education attainment and per capita income are low and financial markets are better-developed. The inequality effect of FDI diminishes (worsens) as educational attainment and per capita income increase (the level of financial development improves).

目錄
第一章 緒論 1
第一節 研究動機與文獻回顧 1
第二節 研究架構 5
第三節 參數迴歸分析簡介 6
第四節 無母數迴歸分析簡介 7
第五節 無母數核估計量 9
第二章 函數型係數部分線性模型 14
第一節 模型估計 16
第二節 假設檢定 20
第三節 帶寬選取法 24
第三章 實證結果分析 29
第一節 理論架構介紹 29
第二節 實證資料 33
第三節 實證分析結果 41
第四章 結論 52
參考文獻 55

表目錄
表一、區域線性估計量、NW估計量以及GM估計量，三者的漸進偏差及漸進變異數 12
表二、各個變數代號與符號預期表 35
表三、各個變數之簡單敘述統計分析 39
表四、各個變數之相關係數表 40
表五、Model 1固定係數部分之估計結果 50
表六、Model 2固定係數部分之估計結果 50
表七、Model 3固定係數部分之估計結果 51

圖目錄
圖1-1、Model 1截距項 47
圖1-2、Model 1外人直接投資的函數型係數，以表示外人直接投資的影響 47

圖2-1、Model 2截距項 48
圖2-2、Model 2外人直接投資的函數型係數，以表示外人直接投資的影響 48

圖3-1、Model 3截距項 49
圖3-2、Model 3外人直接投資的函數型係數，以表示外人直接投資的影響 49

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