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Based on the introduction of the advantages and limitations of panel data,first of all,this paper discuss the specification of static panel regressive model,estimations of dynamic panel model and Granger causality test from the views of heterogeneity,time-variant and correlation.And according to the null hypothesis of hypothesis testing,the theory of panel unit root test and co-integration test are systemically described.Finally,it introduces new progresses of econometrics of panel data.
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Basic Information:
China Classification Code:F224.0
Citation Information:
[1]BAI Zhong-lin(Statistics Department,Tianjin University of Finance & Economics,Tianjin 300222,China).The Specification of Model,Statistical Tests and New Progresses of Panel Data Analysis[J].Journal of Statistics and Information,2010,25(10):3-12.
Fund Information:
国家自然科学基金项目《基于Bayesian方法的面板单位根检验和协整检验方法研究》(70771072)
2010-10-10
2010-10-10