统计研究 ›› 1999, Vol. 16 ›› Issue (1): 46-50.

• 论文 • 上一篇    下一篇

截面时序分析—模型选择与参数估计

杨东升   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:1999-01-15 发布日期:1999-01-15

Panel Data Analysis—Model Selection and Parameter Estimation

Yang Dongsheng   

  • Received:1900-01-01 Revised:1900-01-01 Online:1999-01-15 Published:1999-01-15

Abstract: In this paper, practical methods for model selection、parameter estimation and hypothesis testing of panel data analysis are given; when the cross-section units are heteroscedastic, a model is built to estimate the variances and the parameters.