| 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 (作者) | 林馨怡 | zh_TW |
| dc.date (日期) | 2012-10 | en_US |
| dc.date.accessioned | 28-Nov-2011 15:52:22 (UTC+8) | - |
| dc.date.available | 28-Nov-2011 15:52:22 (UTC+8) | - |
| dc.date.issued (上傳時間) | 28-Nov-2011 15:52:22 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/52284 | - |
| dc.description.abstract (摘要) | 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 (關聯) | 基礎研究 | en_US |
| dc.relation (關聯) | 學術補助 | en_US |
| dc.relation (關聯) | 研究期間:10008~ 10107 | en_US |
| dc.relation (關聯) | 研究經費:414仟元 | en_US |
| dc.source.uri (資料來源) | 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 (關鍵詞) | 經濟學 | en_US |
| dc.subject (關鍵詞) | control function;endogeneity;panel data;quantile regression | - |
| dc.title (題名) | 追蹤資料的分量迴歸分析之內生性問題 | zh_TW |
| dc.title.alternative (其他題名) | Endogeneity in Panel Data Quantile Regression | en_US |
| dc.type (資料類型) | report | en |
