• 제목/요약/키워드: Dynamic panel data

검색결과 173건 처리시간 0.03초

동적 패널모형을 이용한 산업용 로봇 도입의 결정요인 분석 (A Dynamic Panel Analysis of the Determinants of Adoption of Industrial Robots)

  • 정진화;임동근
    • 기술혁신연구
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    • 제26권4호
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    • pp.173-198
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    • 2018
  • 본 연구는 세계 42개국의 자료를 사용하여 산업용 로봇 도입의 결정요인을 분석하고, 한국에서 산업용 로봇이 빠르게 확산되고 있는 원인을 진단하였다. 산업용 로봇 변수는 국제로봇협회(IFR)의 2001년-2016년 "World Robotics: Industrial Robots" 자료를 사용하였다. 설명변수는 노동시장환경 변수와 혁신역량 변수를 포함하며, 관련 변수들은 해당 국제기관들의 자료에서 추출하였다. 실증분석에는 일부 설명변수의 내생성을 통제하기 위해 Arellano-Bond 동적 패널분석을 사용하였다. 분석결과, 한국은 소득수준이나 고용비용 및 혁신역량 등을 고려하더라도 다른 국가들에 비해 산업용 로봇 도입이 매우 빠르게 확대되어 온 것을 확인할 수 있었다. 이는 수요 측면과 공급 측면 모두에서 그 원인을 찾을 수 있다. 즉, 고용비용 증가 등의 노동시장환경 변화가 산업용 로봇 도입에 대한 기업 수요를 견인하였으며, 경제 전반의 자본집약도 증가와 기업의 혁신역량 증대와 같은 공급 측면 요인 또한 산업용 로봇의 도입을 촉진시켰다.

EPD File Generation System Based on Template for Choosing E-paper Contents Layout

  • Son, Bong-Ki
    • 한국컴퓨터정보학회논문지
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    • 제23권12호
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    • pp.107-114
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    • 2018
  • We propose EPD(Electrophoretic Display) file generation system based on template that enable users to choose contents layout for E-paper display. And also we show implementation results that apply the proposed system in digital doorsign management field adopting E-paper display. Template includes information for contents layout which is composed of standard form image to be used as background image, coordinates of area for dynamic data to be inserted, data source about dynamic data, and characteristic data of EPD panel for displaying contents. System administrator registers templates in Forms Server. When user chooses a contents layout, Forms Server automatically generates EPD file for displaying contents in E-paper by using information of the template and sends EPD file into doorsign. Strength of the proposed system lies in reflecting user preference about contents design and adding personal data into E-paper contents by smartphone application.

동적 소셜네트워크 구조 변수를 적용한 가상 재화 구매 모형 연구 (Study of Virtual Goods Purchase Model Applying Dynamic Social Network Structure Variables)

  • 이희태;배정호
    • 유통과학연구
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    • 제17권3호
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    • pp.85-95
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    • 2019
  • Purpose - The existing marketing studies using Social Network Analysis have assumed that network structure variables are time-invariant. However, a node's network position can fluctuate considerably over time and the node's network structure can be changed dynamically. Hence, if such a dynamic structural network characteristics are not specified for virtual goods purchase model, estimated parameters can be biased. In this paper, by comparing a time-invariant network structure specification model(base model) and time-varying network specification model(proposed model), the authors intend to prove whether the proposed model is superior to the base model. In addition, the authors also intend to investigate whether coefficients of network structure variables are random over time. Research design, data, and methodology - The data of this study are obtained from a Korean social network provider. The authors construct a monthly panel data by calculating the raw data. To fit the panel data, the authors derive random effects panel tobit model and multi-level mixed effects model. Results - First, the proposed model is better than that of the base model in terms of performance. Second, except for constraint, multi-level mixed effects models with random coefficient of every network structure variable(in-degree, out-degree, in-closeness centrality, out-closeness centrality, clustering coefficient) perform better than not random coefficient specification model. Conclusion - The size and importance of virtual goods market has been dramatically increasing. Notwithstanding such a strategic importance of virtual goods, there is little research on social influential factors which impact the intention of virtual good purchase. Even studies which investigated social influence factors have assumed that social network structure variables are time-invariant. However, the authors show that network structure variables are time-variant and coefficients of network structure variables are random over time. Thus, virtual goods purchase model with dynamic network structure variables performs better than that with static network structure model. Hence, if marketing practitioners intend to use social influences to sell virtual goods in social media, they had better consider time-varying social influences of network members. In addition, this study can be also differentiated from other related researches using survey data in that this study deals with actual field data.

Robust Unit Root Tests for a Panel TAR Model

  • Shin, Dong-Wan
    • 응용통계연구
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    • 제24권1호
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    • pp.11-23
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    • 2011
  • Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.

동적패널모형을 이용한 천해어류양식 생산에 영향을 미치는 요인 분석 (Identifying Factors Influencing Fish Production of Shallow-sea Aquaculture Based on the Dynamic Panel Model)

  • 심성현;남종오
    • Ocean and Polar Research
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    • 제41권1호
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    • pp.35-46
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    • 2019
  • The purpose of this study is to identify factors influencing fish production of shallow-sea aquaculture in South Korea. This study employed the two-way fixed effect and random effect models based on the panel models and also the difference between GMM and system GMM models based on the dynamic panel models using the amount of fish farming production, the number of stocked fry, the number of cultured fish, the amount of inputted feed, the farming area, the number of workers, and the sales price data from 2010 to 2017. First, the two-way fixed effect model of the panel models was selected by panel characteristics, time characteristics and Hausman tests and also the model was statistically significant. As a result of the two-way fixed effect model, the number of stocked fry, the amount of inputted feed, and the number of workers were identified as factors that increase the fish production of shallow-sea aquaculture. However, the number of cultured fish and the sales price were analyzed as factors that reduce the fish production of shallow-sea aquaculture. Second, the system GMM model of the dynamic panel models was selected by Hansen test and Arellano-Bond test in order to identify whether or not the over-discrimination condition is appropriate. Based on the system GMM model, the number of stocked fry, the amount of inputted feed, the number of workers in this year and 1 year ago, the number of cultured fish 2 years ago, and the sale price 3 years ago were analyzed as factors that increase the fish production of shallow-sea aquaculture. However, the amount of fish farming production 1, 2, 3 years ago, the farming area in this year, and the number of cultured fish in this year and 1 year ago were identified as factors that reduce the fish production of shallow-sea aquaculture. In conclusion, this study suggests that it is desirable to control the amount of stocked fry rather than to expand the farming area for fish farming in shallow-sea aquaculture, so as to keep the sale price at a certain level by maintaining the appropriate amount of fish production.

동태패널모형을 활용한 수출의 고용효과 분석 (An Empirical Analysis on the Employment Effect of Korean Exporting using the DPD model)

  • 신범철
    • 국제지역연구
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    • 제13권3호
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    • pp.213-238
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    • 2009
  • 이 논문은 외한위기 이후 2000년-2007년 기간 동안 한국의 기업단위 제조업체 패널자료를 이용하여 수출이 고용에 미치는 효과를 실증적으로 분석하였다. 수출의 잠재적인 내생성 문제와 분포 문제를 완화하기 위해 2단계 Tobit-DPD (Dynamic Panel Data) 모형을 기반으로 기업규모에 따라 표본기업을 대기업과 중소기업으로 나누어 동태 노동수요 모형을 추정하였다. 추정 결과 동태패널 노동수요 모형에서, 예상과 달리, 대부분 수출의 추정계수가 음의 부호로 유의하지 않게 나타났으며 노동수요에 영향을 미치지 못하였다. 또한 수출을 주도하는 대기업의 경우 역시 수출 확대가 고용을 촉진한다는 확실한 증거를 발견하지 못하였다. 이는 수출 증가가 국내 고용시장을 개선한다는 통상적인 믿음에 반(反)하는 결과이다. 또한 수출의 고용유발 계수가 낮아지는 경향과 일맥상통하며, 대기업이 부품의 해외 외주 생산을 확대하거나 현지 공장 생산의 의존도가 높아짐에 따라 국내 수출 확대가 고용창출에 기여하지 못하는, 이른바 '고용 없는 수출' 현상으로 유추해 볼 수 있다.

Corporate Investment Behavior and Level of Participation in the Global Value Chain: A Dynamic Panel Data Approach

  • KUANTAN, Dhaha Praviandi;SIREGAR, Hermanto;RATNAWATI, Anny;JUHRO, Solikin M.
    • The Journal of Asian Finance, Economics and Business
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    • 제8권12호
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    • pp.117-127
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    • 2021
  • This study was conducted to comprehensively identify factors that potentially influence corporate investment behavior, including micro, macro, and sectoral variables. Furthermore, investment behavior was studied across nations based on their participation in the global value chain (GVC), which was evaluated based on commodities, limited manufacturing, advanced manufacturing, and innovative activities. The study uses the dynamic panel data analysis and Generalized Method of Moment (GMM) estimation for a sample of 800 corporations, with data spanning over 2000-2019. The study result shows that in all types of countries, the coefficient lag indicator of capital expenditure statistically has a significant effect on capital expenditure. Sales growth, exchange rate, and GDP have a significant positive effect on corporate investment growth, while DER has a negative effect. In commodity countries, corporate investment is influenced by sales growth, exchange rate, and FCI. The variables that influence corporate investment in manufacturing countries are the FCI, exchange rate, sales growth, GDP, and DER. In innovative countries, variables that significantly affect capital expenditure are DER, GDP, and Tobin Q. In each type of country, the interaction terms between exchange rate and commodity price are positive and statistically significant.

고속으로 입수하는 물체에 대한 충격량 및 입수 거동 해석 (Numerical Analysis of Impact Forces and Entry Behaviors of the High Speed Water Entry Bodies)

  • 김영우;박원규;김찬수
    • 한국전산유체공학회지
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    • 제4권1호
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    • pp.1-7
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    • 1999
  • The numerical methodology for computing tile impact forces and water entry behaviors of high speed water entry bodies was been developed. Since the present method assumed the impact occurs within a very short time interval. the viscous effects do not have enough time to play a significant role in the impact forces, that is, the flow around a water-entry object was assumed as an incompressible potential flow and is solved by the source panel method. The elements fully submerged into the water are routinely treated, but the elements intersected by the effective planar free surface are redefined and reorganized to be amenable to the source panel method. To validate the present code, it was applied to disk, cone and ogive model and compared with experimental data. Good agreement was obtained. The water entry behavior such as the bouncing phenomena from the free surface was also simulated using the impact forces and two degree of freedom dynamic equation. Physically acceptable results were obtained.

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Analytical, numerical and experimental investigation of low velocity impact response of laminated composite sandwich plates using extended high order sandwich panel theory

  • Salami, Sattar Jedari;Dariushi, Soheil
    • Structural Engineering and Mechanics
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    • 제68권3호
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    • pp.325-334
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    • 2018
  • The Nonlinear dynamic response of a sandwich plate subjected to the low velocity impact is theoretically and experimentally investigated. The Hertz law between the impactor and the plate is taken into account. Using the Extended High Order Sandwich Panel Theory (EHSAPT) and the Ritz energy method, the governing equations are derived. The skins follow the Third order shear deformation theory (TSDT) that has hitherto not reported in conventional EHSAPT. Besides, the three dimensional elasticity is used for the core. The nonlinear Von Karman relations for strains of skins and the core are adopted. Time domain solution of such equations is extracted by means of the well-known fourth-order Runge-Kutta method. The effects of core-to-skin thickness ratio, initial velocity of the impactor, the impactor mass and position of the impactor are studied in detail. It is found that these parameters play significant role in the impact force and dynamic response of the sandwich plate. Finally, some low velocity impact tests have been carried out by Drop Hammer Testing Machine. The results are compared with experimental data acquired by impact testing on sandwich plates as well as the results of finite element simulation.

The Role of Financial Risk Management in Predicting Financial Performance: A Case Study of Commercial Banks in Pakistan

  • AHMED, Zeeshan;SHAKOOR, Zain;KHAN, Mubashir Ali;ULLAH, Waseem
    • The Journal of Asian Finance, Economics and Business
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    • 제8권5호
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    • pp.639-648
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    • 2021
  • The study aims to examine the role of financial risk management in predicting the financial performance of commercial banks in Pakistan over the period of 2006-2017. For this purpose, risk management is measured through credit risk, interest rate risk, and liquidity risk, while financial performance is measured through ROA, ROE, and ROI. For this purpose, the dynamic panel model and two step GMM panel estimators are used to test the hypothesis empirically. The annual secondary data has been taken from the published financial reports of commercial banks of Pakistan. The results show that financial risk management significantly decreases the financial performance of commercial banks in Pakistan. Overall, the results are conclusive across the alternative measures of financial risk management in predicting the financial performance of the banking sector in Pakistan. The study suggested that managers should adopt risk management and risk hedging strategies to manage commercial banks' financial risks in Pakistan. They should hold extra cash while using the trade credit facilities. Previous studies mostly used a static model, but this study used a dynamic panel model. This study is among the first that focused on the various factors affecting the banks' performance in Pakistan.