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庆祝面板数据分析四十年：过去、现在与未来AI 解读

The present special issue features a collection of papers presented at the 2017 International Panel Data Conference, hosted by the University of Macedonia in Thessaloniki, Greece. The conference marked the 40th anniversary of the inaugural International Panel Data Conference, which was held in 1977 at INSEE in Paris, under the auspices of the French National Centre for Scientific Research. As a collection, the papers appearing in this special issue of the Journal of…

含测量误差线性面板模型的一致估计AI 解读

Measurement error causes a bias towards zero when estimating a panel data linear regression model. The panel data context offers various opportunities to derive instrumental variables allowing for consistent estimation. We consider three sources of moment conditions: (i) restrictions on the covariance matrix of the errors in the equations, (ii) nonzero third moments of the regressors, and (iii) heteroskedasticity and nonlinearity in the relation between the error-ridden…

相互依赖偏好的计量分析AI 解读

The theoretical model of Gaertner (1974) and Pollak (1976) for the interdependence of preferences in the Linear Expenditure System is estimated for a cross-section of households. The interdependence of consumption of different households has implications for the stochastic structure of the model and for the identifiability of its parameters. Both aspects are dealt with. The empirical results indicate a significant role played by the interdependence of preferences. One of its…