Asymptotical Inference for a Simple Dynamic Panel Data Model when Both N and T Are Large
碩士 === 國立臺北大學 === 經濟學系 === 93 === My thesis investigates the asymptotics of dynamic panel data when cross section and time series dimensions tend to infinity. In traditional dynamic panel data analysis, we only consider asymptotics under N closed to infinity and T fixed. GMM methods always use to ha...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/48657423842257760654 |