Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/52284| DC Field | Value | Language |
|---|---|---|
| dc.contributor | 行政院國家科學委員會 | en_US |
| dc.contributor | 國立政治大學經濟學系 | en_US |
| dc.creator | 林馨怡 | zh_TW |
| dc.date | 2012-10 | en_US |
| dc.date.accessioned | 2011-11-28T07:52:22Z | - |
| dc.date.available | 2011-11-28T07:52:22Z | - |
| dc.date.issued | 2011-11-28T07:52:22Z | - |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/52284 | - |
| dc.description.abstract | This project develops a two-stage estimation of a panel data quantile regression model with endogenous explanatory variable. The regressors in the model include a lagged endogenous dependent variable and other explanatory variables, that are correlated withthe fixed effects. In the estimation, the control function approach is used, and a penalized quantile regression method for panel data is applied in the second stage. The Monte Carlo simulation shows that the proposed estimation effectively reduces the endogenous bias and performs better than other estimators in finite samples. | - |
| dc.language.iso | en_US | - |
| dc.relation | 基礎研究 | en_US |
| dc.relation | 學術補助 | en_US |
| dc.relation | 研究期間:10008~ 10107 | en_US |
| dc.relation | 研究經費:414仟元 | en_US |
| dc.source.uri | http://grbsearch.stpi.narl.org.tw/GRB/result.jsp?id=1928717&plan_no=NSC100-2410-H004-071&plan_year=100&projkey=PF10006-0844&target=plan&highStr=*&check=0&pnchDesc=%E8%BF%BD%E8%B9%A4%E8%B3%87%E6%96%99%E7%9A%84%E5%88%86%E9%87%8F%E8%BF%B4%E6%AD%B8%E5%88%86%E6%9E%90%E4%B9%8B%E5%85%A7%E7%94%9F%E6%80%A7%E5%95%8F%E9%A1%8C | en_US |
| dc.subject | 經濟學 | en_US |
| dc.subject | control function;endogeneity;panel data;quantile regression | - |
| dc.title | 追蹤資料的分量迴歸分析之內生性問題 | zh_TW |
| dc.title.alternative | Endogeneity in Panel Data Quantile Regression | en_US |
| dc.type | report | en |
| item.fulltext | With Fulltext | - |
| item.cerifentitytype | Publications | - |
| item.openairetype | report | - |
| item.languageiso639-1 | en_US | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_93fc | - |
| item.grantfulltext | open | - |
| Appears in Collections: | 國科會研究計畫 | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 100-2410-H004-071.pdf | 402.83 kB | Adobe PDF2 | View/Open |
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