平行数据模型中的异方差问题的处理  

How to Deal with Heteroscedasticity Problems of Panel Data Model

作　　者：任燕燕[1] 朱孔来[2] 

机构地区：[1]中国人民大学统计学院 [2]山东工商学院统计学院

出　　处：《统计研究》2005年第2期75-77,共3页Statistical Research

基　　金：山东省优秀中青年科学家奖励基金项目 (0 3BS0 11) ;山东大学青年成长基金 (0 0 0 0 0 5 41870 13 )

摘　　要：A method about Considering Heteroskedastic panel data in economical Analyses are given.The suppose test of model and consistent estimator of coefficient are given.The parameter estimation are resolved when μ i∶(0,w 2 i),v it ∶i.i.d(0,σ 2 i) in model (1).At last,We give an empirical analysis for Heteroskedastic problems.A method about Considering Heteroskedastic panel data in economical Analyses are given.The suppose test of model and consistent estimator of coefficient are given.The parameter estimation are resolved when μ i∶(0,w 2 i),v it ∶i.i.d(0,σ 2 i) in model (1).At last,We give an empirical analysis for Heteroskedastic problems.

关 键 词：平行数据模型 异方差 问题 处理 

分 类 号：F832[经济管理—金融学]