• Title/Summary/Keyword: 패널회귀모형

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Effects of Korea-ASEAN FTA on Export via Gwangyang Port: Application of the Panel Gravity Model and Rolling Regression (한.ASEAN FTA가 광양항 수출에 미치는 영향: 패널중력모형과 전향적 이동회귀의 적용)

  • Park, Honggyun;Kim, Changbeom
    • Journal of Korea Port Economic Association
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    • v.30 no.2
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    • pp.133-143
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    • 2014
  • The paper uses a panel gravity model to analyse the determinants of export via Gwangyang port for the period from 2000-2012. The gravity model includes export via Gwangyang port, GDP and population of trading partners, the distances between Korea and its partners, and Korea-ASEAN FTA dummy. Hausman test shows up which one is exactly appropriate between random effect estimation and fixed effect estimation to use panel dataset. It depends on whether or not existence or nonexistence of the correlation between unobserved omitted factors and variables. Fixed effect estimation is suitable for this paper by the rejection of null hypothesis. An Empirical analysis of this paper shows GDP influences positive effects and distance influences negative effects to Gwangyang port trading partners. In addition, the results strongly supported the effects of Korea-ASEAN FTA on the growth of Gwangyang port export.

Homogeneity Test of Random Coefficient for the First Order Nonlinear Time Series Panel Data (일차 비선형 시계열 패널자료의 확률계수 동질성 검정)

  • 김인규;황선영;이성덕
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.97-104
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    • 2000
  • 본 논문은 m개의 독립적인 일차 비선형 시계열로 구성된 패널자료의 동질성 검정에 대한 연구로서 먼저 일반적인 일차 비선형 시계열의 정상성 조건을 유도하고 이어서 동질성 검정법을 제시하고 연관된 극한분포를 규명하였다. 또한 모의실험을 하여 제안된 검정법의 모의검정력을 구하였다.

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Analysis of Determinants of Civilian City Gas Demand Considering Spatial Correlation (공간적 상관성을 고려한 민수용 도시가스 수요결정 요인 분석)

  • Eunbi Park;DooHwan Won
    • Environmental and Resource Economics Review
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    • v.33 no.1
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    • pp.59-86
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    • 2024
  • Recently, research on city gas demand is increasing by reflecting the characteristics of each region. The similarity of the social structure of the adjacent region and the density of the supply infrastructure induce spatial correlation with the clustering that has a microscopic relationship between regions. Accordingly, as a result of analyzing the spatial correlation after dividing the demand for city gas for civilian use into a total of 54 regions based on the jurisdiction of 34 city gas companies, it was confirmed that there was a positive spatial correlation from a global and local perspective. In this study, the demand for city gas for civilian use for 54 regions from January 2014 to December 2022 was composed of panel data, and the spatial panel regression analysis and the general panel regression analysis were compared, and it was found that the spatial error model (SEM) was the most suitable model. This presents policy and practical implications by confirming that the demand for city gas for civilian use in one region has a significant relationship with the adjacent region.

Loneliness and Game Addiction in the Early Adolescence: A Four-Year Panel Study (초기 청소년의 외로움과 게임중독의 종단적 관계: 게임이용자 패널 데이터의 자기회귀 교차지연 효과 분석)

  • Jin, Borae
    • The Journal of the Korea Contents Association
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    • v.19 no.5
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    • pp.178-186
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    • 2019
  • Previous studies have shown the significant association between loneliness and game addiction. To determine the causal relationship between them, the present study utilized a series of autoregressive cross-lagged models to early adolescent panel data (N = 346) from KOCCA's Game User Panel Research. Results indicated that loneliness and game addiction, respectively, had relatively strong and stable autoregressive effects across four time points. Also, game addiction at a prior time increased loneliness at a later time, but loneliness was not significantly related to game addiction later in time. These results suggest that game addiction may cause loneliness, not the vice versa.

An Analysis of the Determinants of Employment Productivity in Korean Transportation Industry Using Korea Labor and Income Panel Study (한국노동패널자료를 활용한 국내 운송업 고용생산성 결정요인 분석)

  • So, Ae-rim;Shin, Seung-sik
    • Journal of Korea Port Economic Association
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    • v.35 no.1
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    • pp.57-76
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    • 2019
  • This study deals with the determinants of employment productivity of transportation labor, who are the main agents of the transportation industry that has made significant contributions to our country's industrial development. The study selected the determinants of employment productivity using the Korea Labor and Income Panel Study data, and analyzed the effects of various factors using panel logistic regression, panel OLS model, and panel robust regression. The results were as follows. First, a more positive effect was shown when employees held a regular job, had a "high level of education", "joining the labor union" and "experiencing vocational training". Second, in the case of job security, having a "high level of education" and "joining the labor union" showed a more positive effect; further, job security was higher for employees who worked in a "big company" or were "married". Third, in the case of higher income productivity, higher values of "age", "academic ability" and "company size" had a more positive effect, whereas larger values of "education" and "health condition except job training" had a negative one. Fourth, in the case of job satisfaction, "female", "joining the labor union" and having a higher "income" or "job security" led to higher satisfaction and a better "health condition compared to an average person". Further, a higher "overall life satisfaction" and "economic level" led to lower job satisfaction. The analysis of the determinants of employment productivity of transportation business and seeking for improvement plan is expected to improve the employment productivity in the transportation business.

An Empirical Study of Port SOC Impact on Trade Volume : Focusing on Japanese Ports (항만 SOC가 수출입에 미치는 영향 실증분석 - 일본 항만을 중심으로 -)

  • Ahn, Young-Gyun;Lee, Joo-Won
    • Korea Trade Review
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    • v.41 no.5
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    • pp.373-389
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    • 2016
  • This study mainly investigates the port SOC's impact on trade volume. In order to investigate the relationships between port SOC and trade volume, we did the empirical analysis using panel data regression and fixed effects model. The total period of 97 years and 1,082 ports' information were applied to panel data and regression model. According to the results, the coefficients of development of container berth, development of bulk berth, maintenance of port, the jetty facilities like breakwater have positive(+) impact on the dependent variable, the trade volume. Especially, the jetty facilities show a strongly positive impact on trade volume. On the other hand, the development of new port and navigation facilities like lighthouse have a negative(-) impact. In examining Hausman test and LR test, the fixed effect model is statistically more appropriate than the random effect model for this study.

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Foreign Stock Investment and Firms's Dividend Policy in Korea (외국인 투자자가 국내 유가증권시장 상장기업의 배당 행태에 미치는 영향에 대한 연구 : 다양한 계량경제모형의 적용)

  • Kim, Young-Hwan;Jung, Sung-Chang;Chun, Sun-Eae
    • The Korean Journal of Financial Management
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    • v.26 no.1
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    • pp.1-29
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    • 2009
  • As foreign investors' share holdings in Korean firms have dramatically increased since 1998 following the financial deregulation on the limit of foreign stock investment, the concern over the negative impacts the foreign investors would bring on the firms' financial policy has been growing too. Foreign investors were perceived to require the firms of excessive payments of cash dividends sometimes with threat of hostile takeover trials detering the firm from investing its cash flow in the physical facilities and RandD eroding their potential growth capabilities. We examine the impact of foreign investment on the firms' dividend policy using 234 listed firms' panel data over the sample periods of 1998 to 2005 employing various panel regression methodology. Foreign shareholders are found not to be related or even negatively related to the payout ratio(dividend/net income), but positively and statistically significantly related to the ratio of cash dividends to book of asset, negatively to the dividend yields. Considering the payout ratio is the most appropriate measure for the dividend payment, we can not support the arguments that the foreign investors' holdings have induced the excessive dividend level in Korean firms.

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Application of the Neural Network to Predict the Adolescents' Computer Entertainment Behavior (청소년의 컴퓨터 오락추구 행동을 예측하기 위한 신경망 활용)

  • Lee, Hyejoo;Jung, Euihyun
    • The Journal of Korean Association of Computer Education
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    • v.16 no.2
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    • pp.39-48
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    • 2013
  • This study investigates the predictive model of the adolescents' computer entertainment behavior using neural network with the KYPS data (3449 in the junior high school; 1725 boys and 1724 girls). This study compares the results of neural network(model 1) to the logistic regression model and neural network(model 2) with the exact same variables used in logistic regression. The results reveal that the prediction of neural network model 1 is the highest among three models and with gender, computer use time, family income, the number of close friends, the number of misdeed friends, individual study time, self-control, private education time, leisure time, self-belief, stress, adaptation to school, and study related worries, the neural network model 1 predicts the computer entertainment behavior more efficiently. These results suggest that the neural network could be used for diagnosing and adjusting the adolescents' computer entertainment behavior.

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Predicting claim size in the auto insurance with relative error: a panel data approach (상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구)

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

Testing the Auto-regressive Cross-lagged Effects Between Relative Extrinsic Value Orientation and Life-satisfaction (상대적 외적 가치 지향과 삶의 만족 간 자기회귀교차지연 효과 검증)

  • Koo, Jaisun
    • Science of Emotion and Sensibility
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    • v.22 no.4
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    • pp.85-96
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    • 2019
  • The relative extrinsic value orientation (REVO) means the relative importance to extrinsic values (e.g. wealth, fame and social approval) compared with intrinsic values (e.g. affiliation, self-acceptance and personal growth). This study aimed to investigate the causal relation between REVO and life-satisfaction using the auto-regressive cross-lagged modeling. For this purpose, 3rd, 5th, and 7th year data from the Korea Children and Youth Panel Survey (KCYPS) middle school 1st grade panel was analyzed (N = 2,259; 1,140 males and 1,119 females). The results are as follows; Firstly, positive auto-regressive effects of REVO and life-satisfaction were significant. Secondly, REVO was found to have negative and cross-lagged effect on life-satisfaction. However, cross-lagged effect from life-satisfaction to REVO was not significant. Finally, no gender difference was found in this relationship. These results suggest that low life satisfaction does not cause the relative extrinsic value orientation, but high relative extrinsic value orientation may cause low life satisfaction.