| 面板数据分析中含两阶段自回归残差的单因素误差分量模型研究 |
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| 引用本文： | 任献花,郝冰,陈付彬. 面板数据分析中含两阶段自回归残差的单因素误差分量模型研究[J]. 价值工程, 2012, 31(29): 281-283 |
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| 作者姓名： | 任献花 郝冰 陈付彬 |
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| 作者单位： | 昆明理工大学津桥学院,昆明,650106 |
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| 基金项目： | 云南省教育厅科学研究基金 |
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| 摘 要： | 在面板数据分析中残差自相关使得参数估计更加复杂。本文提出了含两阶段自回归残差的单因素误差分量模型,并推导了在这一模型中如何计算广义最小二乘估计量及其相关性质。
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| 关 键 词： | 单因素误差分量模型 广义最小二乘估计 两阶自回归 |
The One-Way Error Components Model Containing AR(2) Process of Residual Disturbances in Panel Data Analysis |
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| REN Xian-hua , HAO Bing , CHEN Fu-bin. The One-Way Error Components Model Containing AR(2) Process of Residual Disturbances in Panel Data Analysis[J]. Value Engineering, 2012, 31(29): 281-283 |
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| Authors: | REN Xian-hua HAO Bing CHEN Fu-bin |
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| Affiliation: | REN Xian-hua;HAO Bing;CHEN Fu-bin(Oxbridge College,Kunming University of Science and Technology,Kunming 650106,China) |
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| Abstract: | The autoregression of residual disturbances makes it more difficult to estimate the parameters in panel data analysis.The paper puts forward an one-way error components model containing AR(2) process of residual disturbances and then derives how to get GLS estimates and the estimates' properties. |
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| Keywords: | one-way error components model GLS Estemates AR(2) Process |
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