Economerric theory and EmpiricalApplications of Panel Data Analysis

面板数据分析的经济学理论与实证应用

• 批准号: 17203016
• 负责人: YAMAMOTO Taku
• 金额: $ 17.06万
• 依托单位: Hitotsubashi University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (A)
• 财政年份: 2005
• 资助国家: 日本
• 起止时间: 2005 至 2007
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-17203016/
• 关键词: Economic Statistics; Panel Data Analysis; Econometrics; Economic Policy; Statistical Mathematics

Main results, among many contributions, are summarized as follows1. A new estimation method for dynamic panel data models with less bias and size distortion of the test has been developed.2. It has been shown that the limited information maximum likelihood estimator is more efficient than the GMM for some models with weak or many instrumental variables.3. A new limited information maximum likelihood method has been proposed for structural dynamic panel data models.4. A new method has been proposed for estimating cointegrating vectors when there is a structural change in time series. it contains important implications on the dynamic panel data analysis.5. Based upon the panel data on Japanese unlisted firms, the effect of cash constraint has been investigated in the investment function.6. Using panel data from Japanese firms, it has been shown that the male-female wage differential can be only partially explained by the productivity differential.7. Using the Family Income and Expenditure Survey, it has been shown that households with low income face the disposable income constraint in their consumption behavior.8. Various aspects of intergenerational changes in marriage behavior in recent Japan have been investigated using panel data

主要结果，包括许多贡献，总结如下1。已经开发了一种针对具有较小偏差和尺寸变形的动态面板数据模型的新估计方法。2。已经表明，对于某些弱或许多仪器变量的模型，有限的信息最大似然估计器比GMM更有效。3。已经提出了一种新的有限信息最大似然方法，用于结构动态面板数据模型4。在时间序列发生结构变化时，已经提出了一种新方法来估计协整向量。它包含对动态面板数据分析的重要含义。5。基于对日本未列出公司的小组数据，现金约束的效果已在投资职能中进行了研究。6。使用日本公司的面板数据，已经表明，男女工资差异只能通过生产力差异来部分解释。7。使用家庭收入和支出调查，已经表明，低收入的家庭在消费行为中面临可支配收入的限制。8。使用小组数据研究了最近日本婚姻行为的代际变化的各个方面

项目成果

The Pension System in Japan and Retirement Needs of the Japanese Elderly in Ageing in Southeast and East Asia-Family, Social Protection and Policy Challenges, edited by Lee Hock Guan

日本养老金制度及东南亚及东亚地区日本老年人的退休需求——家庭、社会保障与政策挑战，李福源主编

• 发表时间: 2008
• 期刊: Institute of Advanced Studies, Singapore
• 作者: Yukinobu;Kitamura;Chia;Ngee-Choon;Albert;K.C. Tsui
• 通讯作者: K.C. Tsui

Time Series Analysis of Economic Data and Unit Root Test: Development and Overview(in Japanese)

经济数据的时间序列分析和单位根检验：发展和概述（日语）

• 发表时间: 2008
• 期刊: Journal of the Japan Statistical Society(J Series) (in press)
• 作者: Eiji;Kurozumi
• 通讯作者: Kurozumi

Comment on ‘Money Growth and Interest Rates' by Dr. Seok-Kyun Hur,2006, in Monetary Policy with Very Low Inflation in the Pacific Rim(eds.Takatoshi Ito and Andrew Rose; TheUniversity of Chicago Press)

Seok-Kyun Hur 博士于 2006 年在环太平洋地区通胀极低的货币政策中对“货币增长和利率”的评论（伊藤隆俊和安德鲁·罗斯编辑；芝加哥大学出版社）

• 发表时间: 2006
• 期刊: Monetary Policy with Very Low Inflation in the Pacific Rim
• 作者: Yuzo Honda;Yoshihiro Kuroki;清水千弘・唐渡広志;Yuzo Honda
• 通讯作者: Yuzo Honda

統計学を拓いた異才たち

统计学先驱的非凡天才

• 发表时间: 2006
• 作者: Naoto;Kunitomo;翻訳:竹内惠行・熊谷悦生
• 通讯作者: 翻訳:竹内惠行・熊谷悦生

Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors

具有序列相关误差的协整回归模型的有效估计量的渐近性质

• 发表时间: 2007
• 作者: Yoichi;Arai;荒井洋一;本多佑三;Yukinobu Kitamura;Daiji Kawaguchi;Eiji Kurozumi
• 通讯作者: Eiji Kurozumi