Economerric theory and EmpiricalApplications of Panel Data Analysis

在众多的贡献中，主要结果总结如下1。提出了一种新的动态面板数据模型的估计方法，该方法具有较小的偏差和检验的尺寸失真.研究表明，对于一些工具变量较弱或较多的模型，有限信息极大似然估计比GMM更有效.提出了一种新的结构动态面板数据模型的有限信息极大似然方法.本文提出了一种新的方法来估计时间序列中存在结构变化时的协整向量。这对动态面板数据分析有重要的启示.基于日本非上市公司的面板数据，在投资函数中考察了现金约束的影响.根据日本企业的面板数据，可以看出，男女工资差异只能部分地用生产率差异来解释。家庭收入和支出调查表明，低收入家庭的消费行为面临着可支配收入的限制。8.本研究使用面板数据对近年来日本婚姻行为的代际变化进行了多方面的调查

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