Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications

非参数和半参数面板数据计量经济学：理论与应用

• 批准号: DP150101012
• 负责人: Prof Jiti Gao
• 金额: $ 20.64万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2015
• 资助国家: 澳大利亚
• 起止时间: 2015-01-01 至 2019-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP150101012
• 关键词: Non; Semi; Parametric; Panel; Data

This project proposes to tackle several very important and difficult issues in modelling general climatological, economic and financial panel data that involve possible trending components. This project seeks to establish some general asymptotic theory for model estimation and specification technologies that are suited to such general nonlinear panel data that may be stochastically non-stationary and endogenous. The research outcomes of this project are expected to be applicable in evaluating and improving empirical model building and forecasting from better models in climatology, economics and finance with possible endogeneity and nonlinearity and non-stationarity.

本项目拟解决在模拟涉及可能趋势成分的一般气候、经济和金融面板数据方面的几个非常重要和困难的问题。本计画的目的是建立一般的渐近理论，以适用于具有随机性、非平稳性及内生性的一般非线性面板资料的模型估计与规格技术。该项目的研究成果预计将适用于评估和改进气候学、经济学和金融学中可能存在内生性、非线性和非平稳性的更好模型的经验模型构建和预测。