利用Monte-Carlo方法模拟比较动态平行数据模型参数的估计方法——最小二乘与工具变量估计方法

COMPARC OLS WITH INSTRUMENT TOOL METHOD IN DYNAMIC PANEL DATA MODEL USING MONTE CARLO SIMULATION

总结了动态平行数据模型的固定效应与随机效应模型的最小二乘估计 (OLS)与工具变量估计(Tool)方法 .并利用 Monte-

In fixed effect model and random effect model of dynamic panel data, we summarized the OLS method with instrument tool method of parameter estimating. And compare the two method using random simulation of Monte Carlo method, we also give the comparison of the different effects in the two models as T changes.