太原理工大学学报2013，Vol.44Issue(1)：119-122,4.
随机误差项为MA(3)过程的Panel Data模型半参数估计方法
Semiparametric Estimation of MA(3) Panel Data Models
摘要
Abstract
This study focuses on the semiparametric estimation of random effect panel models containing MA(3) disturbances. On the basis relative assumptions, we deduce the semiparametric estimator; Furthermore, Theoretical derivations are supplemented by Monte Carlo simulations. The semiparametric estimator is proved more accurate than some parametric estimators such as ordinary least squares and general least squares.关键词
半参数估计/面板模型/蒙特卡洛模拟Key words
semiparametric estimation/ panel data model/ monte carlo simulation分类
天文与地球科学引用本文复制引用
张寒,娄峰..随机误差项为MA(3)过程的Panel Data模型半参数估计方法[J].太原理工大学学报,2013,44(1):119-122,4.基金项目
中国社会科学院重点课题资助项目 （）
