| 线性面板数据模型建模思想——假设、思路与局限 |
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| 引用本文： | 张红星,贾彦东.线性面板数据模型建模思想——假设、思路与局限[J].云南财贸学院学报,2007,23(2):97-103. |
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| 作者姓名： | 张红星 贾彦东 |
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| 作者单位： | 云南财经大学统计与数学学院，西南财经大学统计学院 云南昆明650221，西南财经大学统计学院，四川成都610074，四川成都610074 |
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| 摘 要： | 面板数据建模可谓是计量经济分析方法的集大成者,而线性面板模型建模思想是面板数据建模理论和应用的基准(Benchmark Model)。文章旨在对简单静态线性面板模型建模思想进行梳理,并对其建模思想、假设前提及其应用局限等问题进行讨论和评述。
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| 关 键 词： | 面板模型 固定效应 随机效应 异质性 |
| 文章编号： | 1007-5585（2007）02-0097-07 |
| 修稿时间： | 2007-03-02 |
Modeling Thinking of Linear Panel Data Model——Hypotheses, Thinking Methods and Limitations |
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| ZHANG Hong-xing,JIA Yan-dong.Modeling Thinking of Linear Panel Data Model——Hypotheses, Thinking Methods and Limitations[J].Journal of Yunnan Finance and Trade Institute,2007,23(2):97-103. |
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| Authors: | ZHANG Hong-xing JIA Yan-dong |
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| Institution: | 1. Faculty of Statistics and Mathematics, Yunnan Universtiy of Finance and Economics, Kunming 650221, China; 2. Faculty of Statistics, South Western University of Finance and Economics, Chengdu 610074, China |
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| Abstract: | Panel data modeling can be regarded as a combination of analytical methods in econometrics,and the modeling thinking of linear panel data model is a benchmark model for the theory of panel data modeling and its application.The paper aims to make a research about the modeling thinking of simple static linear panel data model,and discusses the modeling thinking,precondition of the hypotheses and its limitations. |
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| Keywords: | Panel Data Fixing Effect Random Effect Heterogeneity |
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