统计研究 ›› 2005, Vol. 22 ›› Issue (2): 75-3.

• 论文 • 上一篇    下一篇

平行数据模型中的异方差问题的处理

任燕燕;朱孔来   

  1. 山东大学;山东工商学院
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2005-02-15 发布日期:2005-02-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2005-02-15 Published:2005-02-15

Abstract: A method about Considering Heteroskedastic panel data in economical Analyses are given. The suppose test of model and consistent estimator of coefficient are given. The parameter estimation are resolved when μi: (O, w^2i), vit: i.i.d(O,δ^2i) in model (1)。 At last, We give an empirical analysis for Heteroskedastic problems.