纺织高校基础科学学报2017，Vol.30Issue(3)：357-363,7.DOI:10.13338/j.issn.1006-8341.2017.03.011
面板数据中方差渐变变点的最小二乘估计
The least squares estimation of gradual change point in variances of panel data
摘要
Abstract
In order to study the estimation problem of common gradual change point in variances of panel data,firstly,the gradual change problem in variances is transformed into the gradual change problem in means by squaring the centralized panel model.Secondly,the least squares estimator of the change in means of the transformed model is established,both the consistency and the convergence rate of the estimator are derived.Finally,the results of Monte Carlo are shown to support the argument.关键词
面板数据/渐变变点/最小二乘估计Key words
panel data/gradual change point/least squares estimation分类
数理科学引用本文复制引用
刘鑫,赵文芝,薛义新..面板数据中方差渐变变点的最小二乘估计[J].纺织高校基础科学学报,2017,30(3):357-363,7.基金项目
国家自然科学基金青年基金资助项目(11201372) （11201372）
陕西省教育厅科学研究计划资助项目(2013JK0592) （2013JK0592）
