171013.rar
大小:(2.48 MB)

只需: 5 个论坛币  马上下载

171018.rar
大小:(2.06 MB)

只需: 5 个论坛币  马上下载

Some Strange Properties of Panel Data Estimators

D. Robertson; J. Symons

Journal of Applied Econometrics, Vol. 7, No. 2. (Apr. - Jun., 1992), pp. 175-189.

Panel Data and Unobservable Individual Effects

Jerry A. Hausman; William E. Taylor

Econometrica, Vol. 49, No. 6. (Nov., 1981), pp. 1377-1398.

Sampling Designs for Short Panel Data

Bianca L. De Stavola

Econometrica, Vol. 54, No. 2. (Mar., 1986), pp. 415-424.

Estimating Vector Autoregressions with Panel Data

Douglas Holtz-Eakin; Whitney Newey; Harvey S. Rosen

Econometrica, Vol. 56, No. 6. (Nov., 1988), pp. 1371-1395.

Engel Functions, Panel Data, and Latent Variables

Jørgen Aasness; Erik Biørn; Terje Skjerpen

Econometrica, Vol. 61, No. 6. (Nov., 1993), pp. 1395-1422.

Multiplicative Panel Data Models without the Strict Exogeneity Assumption

Jeffrey M. Wooldridge

Econometric Theory, Vol. 13, No. 5. (Oct., 1997), pp. 667-678.

Tests of Noncausality under Markov Assumptions for Qualitative Panel Data

M. B. Bouissou; J. J. Laffont; Q. H. Vuong

Econometrica, Vol. 54, No. 2. (Mar., 1986), pp. 395-414.

Estimation of a Panel Data Sample Selection Model

Ekaterini Kyriazidou

Econometrica, Vol. 65, No. 6. (Nov., 1997), pp. 1335-1364.

A Computationally Practical Simulation Estimator for Panel Data

Michael P. Keane

Econometrica, Vol. 62, No. 1. (Jan., 1994), pp. 95-116.

Linear Regression Limit Theory for Nonstationary Panel Data

Peter C. B. Phillips; Hyungsik R. Moon

Econometrica, Vol. 67, No. 5. (Sep., 1999), pp. 1057-1111.

时间序列数据或截面数据都是一维数据。例如时间序列数据是变量按时间得到的数据；截面数据是变量在截面空间上的数据。面板数据（panel data）也称时间序列截面数据（time series and cross section data）或混合数据（pool data）。面板数据是同时在时间和截面空间上取得的二维数据。面板数据从横截面（cross section）上看，是由若干个体（entity, unit, individual）在某一时刻构成的截面观测值，从纵剖面（longitudinal section）上看是一个时间序列。

【典藏下载系列2】世界顶尖计量经济学著作集锦:

https://bbs.pinggu.org/thread-257614-1-1.html

[此贴子已经被angelboy于2008-7-24 13:38:45编辑过]