计量, gmm, mle
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相关词条：计量, gmm, mle

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用一些面板数据，用GMM和MLE方法处理一下，实践这两种方法，写个分析报告就可以，要求能说明问题并且能够熟练运用，
要求如下：

Please write a comprehensive report on a case study.

(1) The project will analyze a real dataset of practically useful and relevant. Simulated data are not allowed.
Ideally, the data bear an interesting background and story with strong economic motivations.
A dataset from your own research would be a good choice.
There should be a clear economic agenda and course for doing the sort of case study you would pursue. This has to be clearly stated and and translated to econometrical problems, i.e. hypotheses etc

(2) The panel data are strongly encouraged. The models adopted should be clearly written.
Hypothesis of econometrics should be clearly stated.

(3) Try at least the MLE and the GMM approach in your analysis.

(4) Carry out some forms of model justification for the model/models you employ.
(5)Analysis/discuss your statistical/econometrical procedures in the context of economics.


截止日期是：2010年6月12日
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