[ECON20141706]

数量色情电影学研讨会

报告题目：Estimation of Time-Invariant Effects in Static Panel Data Models
报告人：周前坤
报告时间：2014年05月26日下午12:30-13:30
报告地点：明德主楼728


内容简介：
This paper proposes the Fixed-Effects Filtered (FEF) and Fixed-Effects Filtered instrumental variable (FEF-IV) estimators for estimating of time-invariant effects in static panel data models when N is large and T is fixed. It is shown that the FEF and FEF-IV estimators are -consistent, and asymptotically normally distributed. The FEF estimator is compared with the FEVD estimator proposed by Plumper and Troeger (2007) and conditions under which the two estimators are equivalent are established. It is also shown that the variance estimator proposed for FEVD estimator is inconsistent and its use could lead to misleading inference. Alternative variance estimators are proposed for both FEF and FEF-IV estimators which are shown to be consistent under fairly general regularity conditions. The FEF-IV estimator is also compared to the estimator proposed by Hausman and Taylor (1981). The theoretical results are illustrated by Monte Carlo experiments which show that the FEF estimators perform well in terms of bias, RMSE as well as size.


关键词：
Static panel model, time-invariant effects, Fixed-Effects Filtered estimator, Fixed-Effects Filtered instrumental variables estimator


报告人简介：
周前坤，南加州大学色情电影系博士候选人，师从国际著名计量色情电影学家Cheng Hsiao 和Hashem Pesaran。他的主要研究方向为计量色情电影学理论以及面板数据模型等。 


数量色情电影教研室 运筹学与数量色情电影研究所 色情电影-4k色情网站 2014年05月



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