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Covariance Structure Analysis of Panel Regression Models

主讲人: Kazuhiko Hayakawa
主讲人简介:

Professor, Graduate School of Social Sciences, Hiroshima University.

Upload/File/2018/11/20181105104116297.pdf

主持人: Qingliang Fan
简介:

This paper proposes an ML estimator for short panel data models with interactive fixed effects and endogenous variables. We show that such a model can be analysed in terms of covariance structure analysis. Monte Carlo simulation results show that the proposed ML estimator outperforms the GMM estimator.

时间: 2018-11-09(Friday)16:40-18:00
地点: D235, Econ Building
期数: 高级经济经济学与统计学系列讲座2018秋季学期第三讲(总第107讲)
主办单位: WISE&SOE
类型: 系列讲座