NGHIEN CQU TRAO DO! AP DPG MO mm HOI QUY VOI so LIEU Mm DE NHAN DANG THAT NGHIEP VIET NAM • • I ^ I PGS.TS Nguyen Cao Van - Ths Pham Ngoc HiTng Dai hoc Kinh teOudc ddn Ha Noi Tmh trgng thdt nghiep vd vdn de thieu viec Idm doi vdi ngudi lao dgng luon dugc nhieu nhd nghien cUu va quan ly kinh tequan tdm, ddc biet la cdc yeu to dnh hudng den thdt nghlip vd nhdn dgng thdt nghiep Trong bdi viet ndy, cdc tdc gia tap trung phdn tich cdc yeu to dnh hudng den ty li thdt nghlip nhuddn so, tong gid tri sdn xudt cdc nganh nong nghlip vd cong nghiep (theo gid so sdnh ndm 1994) bdng mgtmd hinh kinh te lugng md cu the Id mo hinh hoi quy vdi so lieu mdng, tUdd dUa mgt sd thdo ludn denhdn dgng cd tinh chdt thuc chdng ve thdt nghiep d nudc ta Van de that nghiep theo chu ky hay that nghiep CO caiu Cic hpc thuyet kinh te hpc giii thich that nghiep theo cic cich khic Kinh te hpc Keynes cho ring tdng cau t o i n xa hpi giim dan den cit giam sin xuit v i sa t h i i cdng nhin (thdi ky suy giim kinh te) thi diy l i dang thdt nghiep theo chu ky Mpt so nhi nghien cffu khic lai cho rang cic van de ve co cau i n h hudng den thj trudng lao dpng thi diy l i dang that nghiep cacdu Kinh te hpc cd dien ly giii i p Iffc thj trudng lao dpng den tff ben ngoii, nhU mffc lUOng tdi thieu, thue Cd y kien lai cho rang that nghiep chu ye'u l i sff Iffa chpn tff nguyen Cic quan diem khic co the dung theo cic cich khic gdp phan dUa cii nhin t o i n dien ve tinh trang that nghiep Van de that nghiep theo chu ky hay that nghiep co ciu nen kinh te My d giai doan hien cung dupc mpt so nha nghien cffu kinh te nUdc niy tranh luin nham tim ciu t r i Idi cho loai hinh that nghiep cua nffdc niy Mot so phan tich cTe lUa chon mo hinh Tff ngudn sd lieu dffpc cung cip bdi Tdng cue Thong ke, ta nhin thiy sd lieu cua cic bie'n, dd l i : ty le t h i t nghiep khu vffc thinh thj, d i n sd, tong gii trj sin xui't cic nginh ndng nghiep v i cdng nghiep (theo gii so sinh n i m 1994) theo vung kinh te l i : Viing = (Vffng ddng bing sdng Hdng), Viing = (Vung Trung du v i mien nui phia bic), Viing = (Vung Bic Trung bp v i duyen hii mien Trung), Viing = (Vung Tiy Nguyen), Vung = (Vung Dong Nam bp), Vung = (Vung ddng bing song Cffu Long), moi vung lai dupc quan sit tff n i m 1996 de'n n i m 2009 Neu ta phin tich cic yeu td i n h hffdng de'n ty le that nghiep cua mdi vung theo thdi gian (tffc l i ta xet md hinh hoi quy vdi so lieu thdi gian cho mdi vung) thi ta da bo qua i n h hudng cua cic vung khic den ty le that nghiep cua vung niy Tuong tff, neu ta phin tich cic yeu to i n h hudng den ty le t h i t nghiep cua t i t c i cic vung theo tffng n i m (tffc l i ta xet mo hinh hoi quy vdi so lieu cheo cho tffng nam) thi ta lai bo qua nhffng i n h hudng xu the theo cic nam den ty le that nghiep cua moi vung Mpt khic biet nffa giffa mo hinh hdi quy vdi so lieu mang va mo hinh hdi quy vdi so lieu cheo (hay so lieu thdi gian) dd l i : Mo hinh hoi quy vdi so lieu cheo xem xet t i t ci nhffng yeu to ngoii mo hinh (nhU cic yeu to khong co sd lieu, cic die tinh khdng quan sit dupc.v.v.) va nhffng yeu to cP i n h hUdng den bien phu thupc thi ta dai dien chung bdi cic sai so ngiu nhien ui, trUdng hpp ta lUu y den mpt gii thie't quan trpng cua phuong phip Udc lUpng OLS (Ordinary Leats Squares) l i cic bie'n dpc lap mo hinh khong tUOng quan vdi cac sai so ngau nhien ui, trudng hpp gia thie't niy khong dUpc thoa man thi ta khong dung phUOng phap OLS de Udc lUpng dUpc Mpt ciu hoi d i t nffa la cic dac tinh khong quan sit duqc khong thuin nhat theo cic vung v i thdi gian nhUng lai co i n h hUdng den ty le that nghiep thi ta Udc Iffpng mo hinh nhUthe nio? Oe t r i Idi cho cic ciu hoi tren, ta se dung mo hinh hoi quy vdi so lieu ming Mo hinh vdi so lieu mang Xet mo hinh };_ = ^^_ + a, + ,y + /?, X,„ + yS,^,,, +••• + /],X^^, + e, (1) i = hN t = VJ Trong do: -I-) N l i so vung kinh te (6 vung kinh te), Tli so nam quan sit (14 nam) -I-) Y l i bie'n phu thupc (ty le t h i t nghiep), cic bien X^, X^, • •, \ l i cic bien dpc lip (Ln(Dan so), Ln(T6ng gii trj sin xuit nganh nong nghiep), ) -I-) /? l i he so chan chung cua mo hinh theo cic vung kinh te va theo thdi gian -I-) P, l i cic he sd hdi quy ffng vdi cic bien ,V ( / = i X ) , ta gii thiet cic he sd khdng ddi theo thdi gian va cic vung kinh te, hay cic vung kinh TAP CHl LAO OONG VA XA H I - Sd407- TU 16-31/5/2011 NGHIEN CU'U TRAO DO! te khdng cd sff khic biet ve t i c dpng bien cua cic bie'n giii thich den bien phu thupc mP hinh -I-) Sj, la cic sai sd ngiu nhien thda man mpi gia thiet cua phuong phip udc lupng bang binh phuong nhd nhit thong thudng tri sin xui't (gii so sinh 1994) nganh Ndng nghiep), Ln(CN) = Loga(Tdng g i i tri sin xuit (gii so sinh 1994) nginh Cong nghiep) / la chi sd vung kinh te, r la chi sd thdi gian cT.V Giii thich y nghia cua /? :Ta cd -—- = P 7— vdi ,_ • cDS DS -I-) CC l i he sd cua cic die tinh rieng khong quan so lieu roi rac ta co sit dupc ffng vdi mdi vung kinh te (theo t i t c i cic 6^hay ATN = fi nam) cd i n h hudng de'n bie'n phu thupc, Y: la he so \DS DS DS dieu cho '^ DS -' DS cua cic die tinh rieng khdng quan sat dUpc ffng vdi biet din so ting 1% thi ty le t h i t nghiep thay doi moi n i m (cho t i t c i cic vung kinh te) co i n h hudng /]\ (tuytheodiucuay? ),vdi/? ,/? giii thich tuong tu den bien phu thupc Tai ta dUa md hinh (2) ? Vin de ta-cin xem xet cie a v i Y, de dUa mpt -) Do don vj cua ty le that nghiep l i % cdn don phuang phip udc lupng tdt nhi't doi vdi mo hinh (1) vj cua cic bie'n tdng g i i trj sin xui't cie nginh cong TrUdng hap T nghiep v i nong nghiep l i ty ddng, don vi cua bien d i n so trung binh la nghin ngudi nen mo hinh phu Neu a^^a(\/i = \\N).Y^=y{\ft = \:T) tffc l i eic die tinh khdng quan sit dUpc thuan nha't hpp l i mo hinh dang tuye'n tfnh - loga theo thdi gian v i cic vung kinh te thi ta udc lupng mo -) Xet bien ty le t h i t nghiep phu thupc vio loga cac hinh (1) bing phuong phip binh phuong nhd nhit bien d i n so, tdng g i i trj cic nganh ndng nghiep, cong thdng thffdng la phu hpp TrUdng hpp niy ta gpi l i nghiep va dich vu, nhUng dd cie bien dpc lap udc lupng mo hinh bang phuong phip binh phuang md hinh cd nguy eo da cpng tuye'n cao nen tic gii dat nhd nhdt gdp (Pooled Ordinary Least Squares - POLS) van de xem xet udc lupng md hinh (2) Truang hap 2: Neu cic die tich khdng quan sit dupe cua cic vung kinh te khong thuin nha't nhUng CO i n h hudng de'n bien phu thupc v i tUOng quan vol cic bien giii thich mo hinh thi ta UPc lUpng md hinh (1) bing phuong phip tdc dong cd dinh MP hinh t i e ddng ed djnh xem xet cic a l i cic he sd chin rieng ffng vdi mdi vung kinh te Do vay phuong phip ffdc Iffpng md hinh tic ddng co dinh l i phuong phip cd sff dung bien gia (Least Squares Dummy Variable •- LSDV) Ta udc lupng mo hinh (2) bang cic phuong phip khic va kiem dinh tinh phu hpp cua mo hinh ffng vdi tffng phuong phip udc lUpng Ket qud Udc lugng md hinh hoi quy gpp Method: Panel Least Squares TNGHIEP = -0.7421272 -I- 2.39559*Ln(DS) - 1.390298*Ln(NN) - 0.2627755*Ln(CN) t = (-0.365183) (7.929388) (-6.36951) (-2.80316) n = 6, T=14 R^ = 0.487345, F-statistic = 25.35007 TrUdng hap : Neu cic dac tich khong quan sit Kit qud Udc lugng mo hinh tdc dpng codinh theo dffpc cua cic vung kinh te khPng thuin nhi't nhung CO i n h hudng den bien phu thupc v i khong tUOng viing quan vol cic bien giii thich mo hinh thi ta udc Method: Panel Least Squares - Cross-section fixed lupng mP hinh (1) bing phuong phip tdc dgng ngau (dummy variables) nhien Md hinh t i c dpng ngau nhien xem xet cic die TNGHIEP = 3.4628 -1- 2.243565*Ln(DS) tinh khong quan sit dUpc nhU l i cic bien ngiu nhien -0.65502*Ln(NN)-1.252314*Ln(CN) ffng vdi moi vung kinh te v i cic a la cic he so ffng vdi t = (0.249223) (1.106272) (-0.884505) (-6.116770) cic bien ngau nhien n = 6,T=14, R^ = 0.791284 Vdi y ta phin tich tUOng tff Phan tich anh hUdng cua dan so, gia trj san xuat cac nganh nong nghiep va cong nghiep den ty le that nghiep (khu vffc thj) theo vung kinh te va theo thdi gian Md binh dupe lUa chpn l i md hinh hoi quy dang tuyen tinh - loga vdi so lieu ming TN^^ = /? -Ơa^+y,+ /^,Ln{DS), + /3.Lii{NN)_^ ^P^LniCN)^^ + Êã (2) Vdi TN - (Ty le that nghiep khu vUc thi theo vung kinh te) Ket q u i kiem djnh mo hinh hdi quy gpp phu hpp hay mo hinh t i c dpng cd djnh theo vung phu hpp ? Redundant Fixed Effects Tests Test cross-section fixed effects Effects Test Statistic d.f Cross-section F 21.843576 (5,75) Cross-section Chi-square 75.485010 Prob 0.0000 0.0000 Ket luin Udc lupng mo hinh hoi quy gdp khong Ln(DS) = Loga(Din sd), Ln(NN) = Loga(Tdng gii phu hpp TAP CHi LAO OONG VA XA HOI - Sd407- TU 16 -31/5/2011 NGHIEN Cl/U TRAO DOI Kit qud udc lugng md hinh tdc dpng ngdu nhiin theo viing Method: Panel EGLS (Cross-section random effects) TNGHIEP = -2.090888 -(- 3.5722465*Ln(D5) -1.83647*Ln(NN)-0.79n9968*Ln(CN) t = (-0.528688) (7.05338) (-5.885357) (-6.041751) n = 6,T=14, R^ = 0.577065 Ket q u i kiem djnh md hinh t i c dpng ngau nhien theo vung phu hpp hay mo hinh t i c dpng ed djnh theo vung phu hpp ? Correlated Random Effects - HausmanTest Chi-Sq Statistic Cross-section and period random 20.170744 Chi-Sq d.f He so chin chung cua mo hinh khong co y nghia thdng ke, eic he sd edn lai deu co y nghia thong ke vdi mffcy nghia 5% Khi gii trj sin xui't cic nginh nong nghiep va cong nghiep khong doi, d i n so theo vung v i thdi gian tang 1% thi ty le that nghiep theo vung trung binh tang 3,55% Khi gii tr| sin xuit nganh cong nghiep v i d i n so khong ddi, gia tri sin xui't nginh nong nghiep theo vung va thdi gian ting 1% thi ty le thit nghiep trung binh theo vung giim 1,8% Cic die tinh khong quan sit dupc co tic dpng den ty le that nghiep theo vung Test cross-section random effects Test Summary Nhdn xet: Prob CROSSID Effect 0.829288 1.042109 -0.913141 -0.104658 1.001112 0.229508 0.0002 Ket luin Udc lUpng mo hinh tic dpng ngiu nhien theo vung khdng phu hpp Ket q u i kiem djnh cho thiy, md hinh t i c dpng CO djnh theo vung phu hpp nhUng chi cd he sd cffa bie'n Ln(CN) cd y nghia thdng ke Vi viy ta lan lupt udc lupng cic mP binh t i c dpng cd djnh v i tic dpng ngau nhien theo c i vung v i thdi gian ddng thdi kiem djnh sff phu hpp cua t i t c i cic md hinh Cudi cung ta tim dffpc md hinh phu hpp nhi't l i md binh tic dpng ngau nhien theo c i vung va thPi gian Kit qud Udc lugng mo hinh tdc dpng ngdu nhiin theo vimg vd thdi gian Method: Panel EGLS (Two-way random effects) TNGHIEP = -2.053657 + 3.55232*Ln(DS) - 1.805507*Ln(NN) - 0.806417*Ln(CN) t = (-0.4377) (5.733) (- 5.0057) (-5.2509) n = 6, T =14, Total panel observations - 84, R^ = 0.521608 Ke't q u i kiem djnh sff phu hpp cua mP hinh cudi Correlated Random Effects - HausmanTest Test cross-section and period random effects Test Summary Cross-section and period random Chi-Sq Statistic 5.004110 Chi-Sq d.f Prob 0.1715 Dffa v i o ke't q u i kiem dinh ta ket luin md hinh tic dpng ngiu nhien theo vung v i theo thdi gian l i phu hpp vol c i mffc y nghia %, 5% v i 10% Chang han ta giii thich sd 0,829288, diy chinh l i he so ffng vdi cic die tinh khong quan sit dupc cua vung cho biet cic die tinh khong quan sit dUpc l i m ting ty le that nghiep vung niy len 0,829288% Day la Ipi the CO b i n cua mP hinh so lieu ming so vdi cic loai mP hinh khic Mot so ket luan Tff ket qui udc lupng ta nhin thay cac dac tinh khong quan sit duoc d Vung 1, Vung va Vung tic ddng cung chieu den ty le thit nghiep, hay noi khic di cic dac tfnh niy lim ting ty le that nghiep vUng niy Quan sit thffc te ta thi'y chinh sich cua Nha nude ta (nhffng nam vffa qua va hien nay) la chuyen dich kinh te nginh nong nghiep sang cic nganh cong nghiep va dich vu Vl viy ta xem xet chinh sich inh hUdng den vung kinh te ndi tren nhUthe nio?Theo sd lieu Tong cue Thong ke cong bo thi tdng gii tri sin xui't nginh nong nghiep (theo gii so sinh nam 1994) cua vung niy so vdi ci nudc nam 1996 la 68,28%, nam 2005 la 63,27% v i nam 2009 l i 61,26%, dieu niy chffng to chinh sich cua Nhi nudc tic dpng manh den gii trj sin xua't nginh ndng nghiep cffa vung niy Nhu vay, cO ciu chuyen djch nginh nong nghiep sang nginh cdng nghiep v i dich vu thi mpt luong Idn ngUdi lao dpng nginh nong nghiep vung niy bi t h i t nghiep, v i viy cP the ket luin thuc chffng ring that nghiep cua nUdc ta la "Thdt nghiep cacdu" Mpt die tinh khic ta cin luu y l i so ngudi lao dpng qua dio tao cua vung rit IPn so vol vung lai Dieu niy cho thiy sd ngudi lao dpng va nang cua ngUdi lao dpng d mpt vung ting len lai lim ting ty le thit nghiep cua vung niy.Q TAP CHf LAO OONG VA XA H I - 5d407- TU 16-31/5/2011 ... tdng gii tri sin xui't nginh nong nghiep (theo gii so sinh nam 1994) cua vung niy so vdi ci nudc nam 1996 la 68,28%, nam 2005 la 63,27% v i nam 2009 l i 61,26%, dieu niy chffng to chinh sich cua... dinh tinh phu hpp cua mo hinh ffng vdi tffng phuong phip udc lUpng Ket qud Udc lugng md hinh hoi quy gpp Method: Panel Least Squares TNGHIEP = -0.7421272 -I- 2.39559*Ln(DS) - 1.390298*Ln(NN) -... nghiep (khu vffc thj) theo vung kinh te va theo thdi gian Md binh dupe lUa chpn l i md hinh hoi quy dang tuyen tinh - loga vdi so lieu ming TN^^ = /?„ -¥a^+y,+ /^,Ln{DS), + /3.Lii{NN)_^ ^P^LniCN)^^