存在随机解释变量的平行数据模型的处理

The Disposal of Stochastic Explanatory Variables in the Panel Data Model

本文研究了平行数据模型中存在随机解释变量的解决方法:构造了模型设定的假设检验,给出了参数的一致估计量,并通过建立山东省城镇家庭烟草消费额模型进行了实证分析.

This paper studies the problem of the stochastic explanatory variables in the panel data model, and gives the methods of testing model, It also derives consistent estimator of parameter, and takes an empirical analysis on the model of consumption of tobacco in Shandong province.