← ireadpaper · 顶刊中的公共政策研究

对 Campbell 和 Mau 的回应

A Reply to Campbell and Mau
Review of Economic Studies · 2021 · Nicholas Bloom、Mirko Draca、John Van Reenen

中文摘要

在 Bloom 等(2016,作者为 Bloom、Draca 和 Van Reenen,以下简称 BDVR)中,我们得出了关于中国贸易影响的九项结果。前三项结果表明,中国贸易促进了欧洲企业的技术变革,衡量指标为专利、生产率和信息技术(IT)的采用。后六项结果表明,中国贸易促使资源向技术更先进的企业重新配置:专利更多、生产率更高且 IT 采用程度更高的企业增长更快,退出率更低。Campbell 和 Mau(2020,以下简称 CM)认为,其中一项结果,即来自中国的进口对专利申请的影响,对模型设定的变化敏感。本文聚焦于 CM 对我们计数数据模型的批评;我们在一篇更长的回应中讨论 CM 的其他观点。〔1〕CM 指出了我们原文表7中的编码错误。下文表1第(1)列重现了我们的原始结果,第(2)列纠正了编码错误,两列分别对应 CM 表2的第(1)列和第(3)列。然而,CM 的第(4)列省略了我们用来控制行业异质性的行业虚拟变量。BDVR 表1—5中的基准长差分回归通过差分消除了这些行业固定效应,但在水平值计数数据模型中,这些固定效应是必要的,例如,各行业申请专利的强度存在差异。 控制初始对华进口的负二项计数数据模型 注:***表示在1%水平上显著,**表示在5%水平上显著,*表示在10%水平上显著。PAT 为企业的专利数量。第(1)列与 BDVR 表7第(1)列相同。第(2)列与 CM 表2第(3)列相同。样本涵盖1996—2005年。所有列均包含四位数标准行业分类(SIC)行业虚拟变量及两个针对专利的初始条件控制变量,并采用负二项模型估计。标准误按行业—国家组合聚类。“当期对华进口”(Current Chinese imports)是指行业—国家—年份单元中来自中国的进口占总进口的份额。在标有“SINGLE:归入单一行业”的列中,我们按企业主要经营的四位数 SIC 行业,为其赋予当期和初始对华进口值。“MULTI:在企业经营的各行业间取平均”考虑到一些企业跨多个行业经营,因此对这些行业取加权平均值,与 BDVR 原文的做法相同。“初始对华进口”(Initial Chinese Imports)是指来自中国的进口的初始份额,其具体时间口径因列而异。标有“FIXED:所有企业均取1990—1996年的平均值”的列使用1990—1996年的平均值,因此,同一国家—行业单元中的所有企业取值相同。标有“COHORT:取1990年至企业进入样本之年的平均值”的列,对1996年已存续的企业,即1996年或更早进入样本的企业,使用1990—1996年的平均值;对1997年进入样本的企业,使用1990—1997年的平均值,依此类推。 控制初始对华进口的负二项计数数据模型 注:***表示在1%水平上显著,**表示在5%水平上显著,*表示在10%水平上显著。PAT 为企业的专利数量。第(1)列与 BDVR 表7第(1)列相同。第(2)列与 CM 表2第(3)列相同。样本涵盖1996—2005年。所有列均包含四位数 SIC 行业虚拟变量及两个针对专利的初始条件控制变量,并采用负二项模型估计。标准误按行业—国家组合聚类。“当期对华进口”(Current Chinese imports)是指行业—国家—年份单元中来自中国的进口占总进口的份额。在标有“SINGLE:归入单一行业”的列中,我们按企业主要经营的四位数 SIC 行业,为其赋予当期和初始对华进口值。“MULTI:在企业经营的各行业间取平均”考虑到一些企业跨多个行业经营,因此对这些行业取加权平均值,与 BDVR 原文的做法相同。“初始对华进口”(Initial Chinese Imports)是指来自中国的进口的初始份额,其具体时间口径因列而异。标有“FIXED:所有企业均取1990—1996年的平均值”的列使用1990—1996年的平均值,因此,同一国家—行业单元中的所有企业取值相同。标有“COHORT:取1990年至企业进入样本之年的平均值”的列,对1996年已存续的企业,即1996年或更早进入样本的企业,使用1990—1996年的平均值;对1997年进入样本的企业,使用1990—1997年的平均值,依此类推。 方程(3)既可用负二项模型估计,也可用泊松模型估计,与 Blundell 等(1999,2002)包含序贯外生解释变量的非线性面板模型中的做法相同。表1第(2)列所用的估计量不使用初始对华进口,即在方程(3)中令 α₂ = 0,因此,它对固定效应的近似可能不足以消除方程(1)中 α 的偏误。〔2〕我们将初始对华进口(\(\overline{IMP}^{CH}_{jk0}\))定义为从1990年,即我们首次拥有全面进口数据的年份,到企业进入样本之年的所有年份中 \(IMP^{CH}_{jkt}\) 的平均值。例如,我们估计样本的起始年份为1996年,因此,\(\overline{IMP}^{CH}_{jk0}\) 是1990—1996年间 \(IMP^{CH}_{jkt}\) 的平均值。对于1997年进入样本的企业,\(\overline{IMP}^{CH}_{jk0}\) 是1990—1997年的平均值,依此类推。 表1第(3)列在前一列的模型设定中加入了这一 \(\overline{IMP}^{CH}_{jk0}\) 指标。其系数为负,且统计显著。可以清楚地看到,一旦控制了来自中国的进口的这一初始值,创新与来自中国的进口之间便存在显著的正向关联。其显著性水平为10%,显著程度低于第(1)列,但系数更大,为1.1,而非0.4。 一个可能的顾虑是,初始对华进口的部分差异来自同一行业—国家单元内的企业之间。这种差异有两个来源。首先,当期对华进口份额也存在这种差异,因为一些企业跨多个行业经营。对于这些多产品企业,我们对其经营所涉及的所有四位数行业的对华进口份额取加权平均值,见 BDVR 补充附录 A2。作为另一种定义,我们可以仅将企业归入其主要行业;在表2的其余部分,我们对当期对华进口项及其初始条件均采用这一做法,标记为“SINGLE”,以区别于基准的“MULTI”。 其次,表1将初始条件定义为1990年至我们首次在样本中观察到该企业的年份之间的平均对华进口份额。对于1996年已存续的企业,使用1990—1996年的平均值。然而,如上所述,对于较晚进入样本的企业,我们按照方程(2)使用更长期间的平均值:1997年进入的企业使用1990—1997年的平均值,1998年进入的企业使用1990—1998年的平均值,1999年进入的企业使用1990—1998年的平均值,2000年进入的企业使用1990—2000年的平均值。我们尝试消除这一差异来源,将所有企业的初始对华进口统一定义为仅基于1990—1996年期间计算的数值。我们将其标记为“FIXED”,以区别于基准的“COHORT”。 我们在表1第(4)列中实施了这两项改动:该列沿用第(3)列的设定,但将每家企业归入单一行业,并将对华进口的初始条件固定为仅基于1990—1996年期间计算的数值。对华进口的系数为1.087,在5%水平上显著,与前一列几乎相同。请注意,初始进口变量在统计上不显著。这很可能是因为,对于1996年以后进入样本的企业,这一初始条件已不再是“初始”的。由于所有企业均使用同一期间的平均值,即1990—1996年的平均值,它对较晚进入样本的企业的控制效果会较差。〔3〕为考察这一点,第(5)列采用了与基准模型相同的初始条件处理方法(“COHORT”),但继续将企业归入单一行业,与第(3)列相同。如预期所示,对华进口的点估计略大,初始条件项的估计也更加精确。 最后,由于用泊松模型替代负二项模型进行估计时,方程(3)也应成立,因此,我们使用泊松模型重新估计了表1中的新设定,得到的定性结果相似。〔4〕 在 BDVR 中,我们认为,中国进口竞争对2000—2007年欧洲企业的技术升级发挥了积极作用。这一结论建立在多项实证结果之上:这些结果表明,中国竞争既使经济活动向技术水平更高的企业重新配置,例如,低技术企业的就业减少幅度大于高技术企业,也促进了企业内部的技术变革,后者体现在我们对专利、生产率和 IT 的考察中。CM 认为,来自中国的进口对企业内部专利活动的影响对模型设定的选择敏感。确实,改变控制变量可能导致系数符号和显著性出现不同结果;我们与 CM 的讨论的一个有益之处,是从多个维度进一步检验了这些结果,尤其是计数数据模型的结果。尽管如此,在作出适当纠正后,我们原文的总体发现仍然稳健。 本文的责任编辑为 Thomas Chaney。补充数据可在《Review of Economic Studies》在线版获取。复现资料包可通过 http://doi.org/10.5281/zenodo.4457880 获取。

Abstract

In Bloom et al. (2016, Bloom, Draca and Van Reenen (BDVR)), we have a set of nine results on the impact of Chinese trade. The first three showed that Chinese trade increased technical change in European firms measured by patents, productivity, and the adoption of Information Technology (IT). The last six showed that Chinese trade led to reallocation towards more technologically advanced firms: those with more patents, higher productivity and IT adoption had faster growth and lower exit rates. Campbell and Mau (2020, “CM”) argue that one of these results, the effect of Chinese imports on patenting, is sensitive to specification changes. This article focuses on CM’s critique of our count data models—we discuss other aspects of CM in a longer response.1 CM point to coding errors in our original Table 7. Column (1) of Table 1 below reproduces our original result, and column (2) corrects for the coding errors (equivalent to CM Table 2, columns (1) and (3) respectively). However, CM’s column (4) omits the industry dummies that we use to control for sector heterogeneity. Our baseline long differenced regressions in Tables 1–5 of BDVR removes these industry fixed-effects through differencing, but they are necessary in the levels count data models (e.g. due to variations in intensity to file patents). Negative binomial count data models with controls for initial Chinese imports Notes: ***indicates significance at the 1% level, **5% level and * at the 10% level. PAT is a firm’s count of patents. Column (1) is identical to BDVR Table 7 column (1). Column (2) is identical to CM Table 2 column (3). The sample covers the years 1996–2005. All columns include four-digit SIC industry dummies and the two initial condition controls for patents and estimated by Negative Binomial models. Standard errors clustered by industry-country pair. “Current Chinese imports” is the share of Chinese imports in total imports in the industry-country-year cell. In the columns labelled “SINGLE: Allocated to a single industry,” we allocate current and initial Chinese imports to the main four-digit SIC industry that a firm operates in. “MULTI: Average across a firm’s industries” takes into account that some firms operate across multiple industry and uses a weighted average across these industries (as in the original BDVR paper). “Initial Chinese Imports” is the value of the initial Chinese import share with the exact timing of this differing by columns. Columns labelled “FIXED: Average from 1990 to 1996 for all firms” uses the average between 1990 and 1996 (so is identical for all firms in a country-industry cell). Columns labelled “COHORT: Average from 1990 to when firm enters sample” uses the 1990–6 average for firms who were alive in 1996 (i.e. entered the sample in 1996 or earlier); the 1990–7 average for 1997 entrants, etc. Negative binomial count data models with controls for initial Chinese imports Notes: ***indicates significance at the 1% level, **5% level and * at the 10% level. PAT is a firm’s count of patents. Column (1) is identical to BDVR Table 7 column (1). Column (2) is identical to CM Table 2 column (3). The sample covers the years 1996–2005. All columns include four-digit SIC industry dummies and the two initial condition controls for patents and estimated by Negative Binomial models. Standard errors clustered by industry-country pair. “Current Chinese imports” is the share of Chinese imports in total imports in the industry-country-year cell. In the columns labelled “SINGLE: Allocated to a single industry,” we allocate current and initial Chinese imports to the main four-digit SIC industry that a firm operates in. “MULTI: Average across a firm’s industries” takes into account that some firms operate across multiple industry and uses a weighted average across these industries (as in the original BDVR paper). “Initial Chinese Imports” is the value of the initial Chinese import share with the exact timing of this differing by columns. Columns labelled “FIXED: Average from 1990 to 1996 for all firms” uses the average between 1990 and 1996 (so is identical for all firms in a country-industry cell). Columns labelled “COHORT: Average from 1990 to when firm enters sample” uses the 1990–6 average for firms who were alive in 1996 (i.e. entered the sample in 1996 or earlier); the 1990–7 average for 1997 entrants, etc. Equation (3) can be estimated by either Negative Binomial or Poisson, as in the nonlinear panel models with sequentially exogenous regressors of Blundell et al. (1999, 2002). The estimator used in column (2) of Table 1 does not use initial Chinese imports (i.e. it sets |$\alpha_2 = 0$| in equation (3)) so it may not a sufficient approximation for the fixed effect to remove the bias on |$\alpha$| in equation (1).2 We measure initial Chinese imports (⁠|$\overline{IMP}^{\it CH}_{jk0}$|⁠) as the average |${\it IMP}^{\it CH}_{jkt}$| across all years from 1990 (our first year of comprehensive imports data) to the year in which a firm enters the sample. For example, the first year of our estimating sample is 1996, so |$\overline{IMP}^{CH}_{jk0}$| is the average of |${\it IMP}^{CH}_{jkt}$| between 1990 and 1996. For a firm who entered in 1997, |$\overline{\it IMP}^{CH}_{jk0}$| is the 1990–7 average, and so on. Column (3) of Table 1 includes this measure of |$\overline{IMP}^{CH}_{jk0}$| in the specification of the previous column. The coefficient is negative and statistically significant. It is clear that once we control for this initial value of Chinese imports, there is a positive and significant association of innovation with Chinese imports. The significance level (10% level) is lower than in column (1), but the magnitude of the coefficient is larger (1.1 versus 0.4). A concern might be that some of the variations in initial Chinese imports are across firms within an industry-country cell. There are two reasons for this variation. First, we have such variation for the current Chinese import share because some firms operate across multiple industries. For these multi-product firms, we use a weighted average of Chinese import share across all the four-digit sectors in which they operate (see BDVR Supplementary Appendix A2). As an alternative definition, we can allocate a firm solely to its main industry, which is what we do for the rest of Table 2 for the both the current Chinese import term and its initial condition (labelled “SINGLE” versus the baseline “MULTI”). Second, Table 1 defines the initial condition as the average Chinese import share between 1990 and the first year we observe the firm in our sample. For firms alive in 1996, it is the 1990–6 average. However, as noted above, for later entrants we use a longer average as in equation (2): 1997 entrants have the 1990–7 average, 1998 entrants have the 1990–8 average, 1990–8 average for 1999 entrants, and the 1990–2000 average for 2000 entrants. We experiment with turning this source of variation off, so that initial Chinese imports are defined solely on the 1990–6 period for all firms. We label this “FIXED” as opposed to the baseline “COHORT”. We implement these two changes in column (4) of Table 1 that reproduces column (3) but uses a single industry per firm and define Chinese import initial condition fixed solely in 1990–6. The coefficient on Chinese imports is 1.087 and significant at the 5% level, near identical to the previous column. Note that the initial imports variable is not statistically significant. This is likely because the initial condition is no longer “initial” for firms who enter after 1996. Since it is the same (the 1990–6 average) for all firms, it will be a worse control for later entrants.3 To examine this, column (5) uses the same initial condition approach (“COHORT”) as in our baseline models but continues to allocate firms to a single industry (as in column (3)). As expected, the point estimate on Chinese imports is slightly larger, and the initial conditions are now more precisely estimated. Finally, since equation (3) should also hold if we estimate a Poisson model instead of Negative Binomial model, we repeat the new specifications of Table 1 for the Poisson model, which shows similar qualitative results.4 In BDVR, we argued that Chinese import competition played a positive role in upgrading technology in European firms between 2000 and 2007. This conclusion was based on many underlying empirical results showing Chinese competition both reallocated activity to higher-tech firms (e.g. reducing employment by more for low-tech firms than for high tech firms) and increased technological change within firms when we examine patents, productivity and IT. CM argue the within-firm impact of Chinese imports on patents is sensitive to specification choice. It is true that changing controls can lead to different results on signs and significance, and a useful aspect of our engagement with CM has been to probe the results further in several dimensions, especially of the count data models. Nonetheless, the overall findings from our original paper remain robust when we apply the appropriate corrections. The editor in charge of this paper was Thomas Chaney. Supplementary data are available at Review of Economic Studies online. And the replication packages are available at http://doi.org/10.5281/zenodo.4457880.
在 ireadpaper 查看全部 →