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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/52284


    Title: 追蹤資料的分量迴歸分析之內生性問題
    Other Titles: Endogeneity in Panel Data Quantile Regression
    Authors: 林馨怡
    Contributors: 行政院國家科學委員會
    國立政治大學經濟學系
    Keywords: 經濟學
    control function;endogeneity;panel data;quantile regression
    Date: 2012-10
    Issue Date: 2011-11-28 15:52:22 (UTC+8)
    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.
    Relation: 基礎研究
    學術補助
    研究期間:10008~ 10107
    研究經費:414仟元
    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
    Data Type: report
    Appears in Collections:[經濟學系] 國科會研究計畫

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