Covariance Structure Analysis of Panel Regression Models-厦门大学经济学院统计学与数据科学系

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
主办单位:WISE&SOE
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类型:系列讲座
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