Research in Economic Theory

密歇根州立大学彼得·施密特SBR-9514750拟议的研究将涵盖计量经济学理论中的三个主题。第一部分将讨论经济冲击的影响完全消失但非常缓慢的例子。将进行研究，以确定哪些冲击是这种现象的最佳特征，以及如何估计与这些冲击有关的变量。第二部分将发展面板数据的估计方法。小组数据涉及在个人或公司层面上随着时间的推移进行重复观察；它们允许对某些类型的不可观测对象进行统计控制，并确定动态关系。第三部分将继续就生产边界的估计和经济单位的效率进行工作。这项研究将开发效率估计的统计精度的测量方法，并将扩大对效率测量中出现的复杂性的认识，所进行的研究将对其他在研究中使用计量经济学模型的经济学家有用。

Peter Schmidt Michigan State University SBR-9514750 The proposed research will cover three topics in econometric theory. The first part will deal with instances in which the effects of economic shocks die off completely, but very slowly. Research will be undertaken to determine which shocks are best characterized by this phenomena and how to estimate variables related to these shocks. The second part will develop estimation methods for panel data. Panel data involve repeated observations over time at the individual or firm level; they allow statistical control for certain types of unobservables and the identification of dynamic relationships. The third part will continue work on the estimation of production frontiers and the efficiency of economic units. The research will develop measures of the statistical precision of efficiency estimates and will extend knowledge of complications arising in efficiency measurement, The research undertaken will be useful to other economists who use econometric models in their research.