面板数据建模理论的过去、现在与未来被引量：8

Modeling Theories of Panel Data:Past,Present and Future

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摘要面板数据建模理论与分析技术,是当今国际经济计量学界研究的热点与难点问题。经过30多年的发展,其理论与技术不断完善和更新,取得了长足的发展,积累了大量的学术文献和研究成果。我国在此领域的研究虽然起步较晚,但十分重视,并在应用方面取得了不少研究成果。为更好地发展和完善面板数据分析的现有理论和技术,本文对相关研究成果进行了系统的回顾、梳理,并在此基础上对该领域的进一步研究方向进行了展望。 Modeling theory and analysis techniques of panel data are the hot and difficult problems in today＇s international econometric studies. After 30 years of development, its theory and technology are constantly improving and updating. A large number of academic literatures have been made with the rapid development. The research in this area in China is a late start though, but our country attaches great importance to this area, and a lot of research results are made in the application. In order to have better development and perfect the panel data analysis of existing theory and technology, we give a systematic review on the related researches in this area, and on proposal for the further research directions in future.

作者赵进文

机构地区东北财经大学金融学院

出处《数量经济技术经济研究》 CSSCI 北大核心 2009年第9期149-160,F0003,共13页 Journal of Quantitative & Technological Economics

基金国家自然科学基金项目(项目批准号:70873015) 辽宁省高等学校优秀人才支持计划(项目批准号:2006R18和2008RC18) 2008年度教育部回国人员科研启动金项目的联合资助

关键词面板数据单位根检验协整建模结构变动异常值点诊断与稳健建模 Panel Data Unit Root Testing~ Cointegration Modeling Structural Changes Outliers Diagnosis and Robust Modeling.

分类号 C32 [社会学]

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参考文献57

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